Course Information
Lecture: Mon/Wed, 10:00–11:20am, Brown 100
Tutorial: Fri, 2:00-3:00pm, via Zoom
Instructor:
Prof. Ulugbek Kamilov
Email: kamilov@wustl.edu
Office hours: Mon, 1:30-2:30pm (by appointment)
Office: McKelvey 2033
Assistant instructor:
Mr. Weijie Gan
Email: weijie.gan@wustl.edu
Office hours: Thu, 3:00-4:00pm
Assistant instructor:
Mr. Shane Chu
Email: skchu@wustl.edu
Office hours: Wed, 3:00-4:00pm
Assistant instructor:
Mr. Jiaming Liu
Email: jiaming.liu@wustl.edu
Office hours: Fri, 3:00-4:00pm
Assistant instructor:
Mr. Tomas Kerepecky
Email: ktomas@wustl.edu
Syllabus: download (PDF).
Announcements
- Tutorial 13 was posted
- Final Exam (2018) was posted
- Assignment #6 is out and due on 05/02 before midnight
- Final Exam (2019) was posted
- We will use Piazza for questions and discussions
- All the assignments will be collected only via Gradescope
Lecture Notes
- Week 01 – Mon, 01/17 – No class (MLK Jr Day)
- Week 01 – Wed, 01/19 – Introduction (video)
- Week 02 – Mon, 01/24 – Functions of one variable (slides, video)
- Week 02 – Wed, 01/26 – Existence and first-order optimality (slides, video)
- Week 03 – Mon, 01/31 – Second-order optimality condition (slides, video)
- Week 03 – Wed, 02/02 – Gradient method (slides, video)
- Week 04 – Mon, 02/07 – Convergence and step-size (slides)
- Week 04 – Wed, 02/09 – Convex sets and functions (slides, video)
- Week 05 – Mon, 02/14 – Convex sets and functions (cont) (slides, video)
- Week 05 – Wed, 02/16 – Convexity and the gradient method (slides, video)
- Week 06 – Mon, 02/21 – Accelerating the gradient method (slides, video)
- Week 06 – Wed, 02/23 – Newton method (slides, video)
- Week 07 – Mon, 02/28 – Newton method (cont) (slides)
- Week 07 – Wed, 03/02 – Least-squares optimization (slides, video)
- Week 08 – Mon, 03/07 – CGM-1 and CGM-2 (slides, video)
- Week 08 – Wed, 03/09 – Midterm exam
- Week 09 – Mon, 03/14 – No class (Spring break)
- Week 09 – Wed, 03/16 – No class (Spring break)
- Week 10 – Mon, 03/21 – Projections and linear systems (slides, video)
- Week 10 – Wed, 03/23 – Proximal gradient methods (slides, video)
- Week 11 – Mon, 03/28 – Proximal gradient methods (cont) (slides, video)
- Week 11 – Wed, 03/30 – Guest #1: Yanting Ma (MERL) (video)
- Week 12 – Mon, 04/04 – Convex and linear programming (slides, video)
- Week 12 – Wed, 04/06 – Sensitivity vectors (slides, video)
- Week 13 – Mon, 04/11 – KKT conditions (slides, video)
- Week 13 – Wed, 04/13 – KKT conditions and duality (slides, video)
- Week 14 – Mon, 04/18 – Zoom: Penalty methods (slides, video)
- Week 14 – Wed, 04/20 – Zoom: Optimization with equality constraints (slides, video)
- Week 15 – Mon, 04/25 – Guest #2: Singanallur Venkatakrishnan (ORNL) (slides, video)
- Week 15 – Wed, 04/27 – Final exam
Assignments
- Assignment #0 (due on Mon, 01/31) – Solution #0
- Assignment #1 (code) (due on Mon, 02/14) – Solution #1
- Assignment #2 (code) (due on Mon, 02/28) – Solution #2
- Assignment #3 (code) (due on Mon, 03/21) – Solution #3
- Midterm (on Wed, 03/09) – Solution Midterm
- Assignment #4 (code) (due on Mon, 04/04) – Solution #4
- Assignment #5 (code) (due on Mon, 04/18) – Solution #5
- Assignment #6 (code) (due on Mon, 05/02) – Solution #6
- Final (on Wed, 04/27) – Solution Final
Tutorial Notes
- Week 02 – Fri, 01/28 – Tutorial 01 (video)
- Week 03 – Fri, 02/04 – Tutorial 02 (video)
- Week 04 – Fri, 02/11 – Tutorial 03 (video)
- Week 05 – Fri, 02/18 – Tutorial 04 (video)
- Week 06 – Fri, 02/25 – Tutorial 05 (video)
- Week 07 – Fri, 03/04 – Tutorial 06 (video)
- Week 08 – Fri, 03/11 – Tutorial 07 (video)
- Week 09 – Fri, 03/18 – No tutorial (Spring break)
- Week 10 – Fri, 03/25 – Tutorial 08 (video)
- Week 11 – Fri, 04/01 – Tutorial 09 (video)
- Week 12 – Fri, 04/08 – Tutorial 10 (video)
- Week 13 – Fri, 04/15 – Tutorial 11 (video)
- Week 14 – Fri, 04/22 – Tutorial 12 (video)
- Week 15 – Fri, 04/29 – Tutorial 13 (video)
Extra Practice
- Assignment #1 (2021) – Solution #1 (2021)
- Assignment #2 (2019) – Solution #2 (2019)
- Assignment #3 (2021) – Solution #3 (2021)
- Midterm Exam (2019) – Midterm Solution (2019)
- Midterm Exam (2018) – Midterm Solution (2018)
- Midterm Exam (2020) – Midterm Solution (2020)
- Assignment #4 (2021) – Solution #4 (2021)
- Assignment #5 (2020) – Solution #5 (2020)
- Assignment #6 (2018) – Solution #6 (2018)
- Final Exam (2019) – Final Solution (2019)
- Final Exam (2018) – Final Solution (2018)