Course Information
Online live lectures: Mon and Wed 1:00 PM – 2:20 PM via Zoom
Class sessions: TBD (Wilson 214)
Tutorial: TBD
Instructor:
Prof. Ulugbek Kamilov
Room: Jolley 532
Email: kamilov@wustl.edu
Office hour: Fri, 9-10am (via Zoom by email appointment only)
Assistant instructor:
Mr. Jiaming Liu
Email: jiaming.liu@wustl.edu
Office hour: Tue, 3-4pm (via Zoom)
Assistant instructor:
Mr. Yu Sun
Email: sun.yu@wustl.edu
Assistant instructor:
Mrs. Xiaojian Xu
Email: xiaojianxu@wustl.edu
Syllabus: download (PDF).
Announcements
- Solution #2 has been posted.
- Project groups have been posted.
- Student presentation schedule has been posted.
- Presentation evaluation forms are available here.
- Literature for student lectures is available here.
- All the assignments will be collected via Gradescope
Lecture Notes
- Week 01 – Mon, 09/14 – Introduction (video)
- Week 01 – Wed, 09/16 – Gradient method (video, slides)
- Week 02 – Mon, 09/21 – Gradient method (cont) (video, slides)
- Week 02 – Wed, 09/23 – Conditional and projected gradient methods (video, slides)
- Week 03 – Mon, 09/28 – Subgradient and subdifferential (video, slides)
- Week 03 – Wed, 09/30 – Subgradient method and its optimality (video, slides)
- Week 04 – Mon, 10/05 – Projected subgradient method (video, slides)
- Week 04 – Wed, 10/07 – Mirror descent (video, slides)
- Week 05 – Mon, 10/12 – Lower complexity bounds (video, slides)
- Week 05 – Wed, 10/14 – Accelerating the gradient method (video, slides)
- Week 06 – Mon, 10/19 – Conjugate functions (video, slides)
- Week 06 – Wed, 10/21 – Student lecture #1 – Student lecture #2 – (video, slides)
- Week 07 – Mon, 10/26 – Smoothing for nonsmooth optimization (video, slides)
- Week 07 – Wed, 10/28 – Student lecture #3 – Student lecture #4 – (video, slides)
- Week 08 – Mon, 11/02 – Proximal operator (video, slides)
- Week 08 – Wed, 11/04 – Student lecture #5 – Student lecture #6 – (video, slides)
- Week 09 – Mon, 11/09 – Proximal gradient methods (video, slides)
- Week 09 – Wed, 11/11 – Student lecture #7 – Student lecture #8 – (video, slides)
- Week 10 – Mon, 11/16 – Augmented Lagrangian and ADMM (video, slides)
- Week 10 – Wed, 11/18 – Student lecture #9 – Student lecture #10 – (video, slides)
- Week 11 – Mon, 11/23 – No lecture (Self-study)
- Week 11 – Wed, 11/25 – Student lecture #11 – Student lecture #12 – (video, slides)
- Week 12 – Mon, 11/30 – Monotone operators (video, slides)
- Week 12 – Wed, 12/02 – Student lecture #13 – Student lecture #14 – (video, slides)
- Week 13 – Mon, 12/07 – Monotone operators (cont) (video, slides)
- Week 13 – Wed, 12/09 – Student lecture #15 – Student lecture #16 – (video, slides)
- Week 14 – Mon, 12/14 – Project presentations (#1, #2, #3, #4, #5) – (video)
- Week 14 – Wed, 12/16 – Project presentations (#6, #7, #8, #9, #10) – (video)
Additional Reading
- Supplement 01 – Convergence and step-size (from ESE 415)
- Supplement 02 – Constrained optimization and duality (from ESE 415)
Assignments
- Assignment #1 (due on Mon, 10/19) (code)—Solution #1
- Assignment #2 (due on Mon, 11/30) (code)—Solution #2