The course schedule and links to resources and materials are posted here. Class sessions will be a combination of mini-lectures and small group breakout sessions where you will discuss, solve problems, and complete activities with a few of your classmates. Since class sessions will be highly interactive, they will not be recorded. Slides will sometimes be posted.
2023 Materials
Lecture slides and readings from the Spring 2023 version of the course are posted below.
| Day | Lecture | Demo | Due | Reading |
| M April 3 | Introduction (quadratic) | Nesterov 1.1 | ||
| M April 5 | Introduction (finite and linear) | |||
| M April 5 | Introduction (conic and convex) | BV 1.1-4, 3.1 | ||
| W April 12 | Numerical linear algebra | lsq | NW ch5 | |
| M April 17 | Gradient descent | gradient-descent | Bubeck 3.2, 3.4, PL condition | |
| W April 19 | Acceleration | |||
| F April 21 | hw1 | |||
| M April 24 | SGD | |||
| W April 26 | Quasi-Newton methods | quasi-Newton | ||
| M May 1 | Duality | |||
| W May 3 | Duality applications | |||
| F May 5 | project 1 | |||
| M May 8 | Operators | |||
| W May 10 | Operator splitting | |||
| M May 15 | Interior Point Methods | |||
| W May 17 | Stochastic Quasi-Newton | |||
| F May 19 | hw2 | |||
| M May 22 | MILP | Power systems | How to give a talk | |
| W May 24 | MILP | Multicast Routing | Linear optimization book | |
| M May 29 | Holiday | |||
| W May 31 | Project presentations | |||
| M June 5 | Project presentations | |||
| W June 7 | Project presentations | |||
| F June 9 | Project report due |