CSE 534A/ESE 513 Large-Scale Optimization (Fall 2020)
Online live lectures: Mon and Wed 1:00 PM – 2:20 PM via Zoom
Class sessions: TBD (Wilson 214)
Prof. Ulugbek Kamilov
Room: Jolley 532
Office hour: Fri, 9-10am (via Zoom by email appointment only)
Mr. Jiaming Liu
Office hour: Tue, 3-4pm (via Zoom)
Mr. Yu Sun
Mrs. Xiaojian Xu
Syllabus: download (PDF).
- You can join the Piazza page for the course here.
- Presentation evaluation forms are available here.
- Literature for student lectures is available here.
- All the assignments will be collected via Gradescope
- 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
- Week 03 – Wed, 09/30 – Subgradient method and its optimality
- Week 04 – Mon, 10/05 – Projected subgradient method and its stochastic variant
- Supplement 01 – Convergence and step-size (from ESE 415)