Course Information
Lecture: Tue and Thu 01:00-02:30 PM at Louderman 458
Tutorial: Fri 01:00-03:00 PM at Brown 118
Instructor: Prof. Ulugbek Kamilov
Room: Jolley 532
Email: kamilov@wustl.edu
Office hours: Fri 03:00-04:00 PM (by appointment)
TA: Mr. Hesam Mazidi
Room: Green 2158
Email: hmazidi@wustl.edu
Office hours: Tue 04:30-05:30 PM
TA: Mr. Yu Sun
Room: Jolley 539
Email: sun.yu@wustl.edu
Office hours: Wed 04:30-05:30 PM
Syllabus: download (PDF).
Announcements
- All the grades are out on Blackboard.
- Assignments will only be collected via Gradescope (use code: M74235).
Lecture Notes
- Week 01 – 16 Jan 2018 – Tue – Course introduction
- Week 01 – 18 Jan 2018 – Thu – Functions of one variable
- Week 02 – 23 Jan 2018 – Tue – Existence and first-order optimality
- Week 02 – 25 Jan 2018 – Thu – Second-order optimality
- Week 03 – 30 Jan 2018 – Tue – Gradient method
- Week 03 – 01 Feb 2018 – Thu – Convex sets and functions
- Week 04 – 06 Feb 2018 – Tue – Convex sets and functions (cont.)
- Week 04 – 08 Feb 2018 – Thu – Convergence and step-size
- Week 05 – 13 Feb 2018 – Tue – Convexity and gradient method
- Week 05 – 15 Feb 2018 – Thu – Accelerating the gradient method
- Week 06 – 20 Feb 2018 – Tue – Least-squares optimization
- Week 06 – 22 Feb 2018 – Thu – Newton’s method
- Week 07 – 27 Feb 2018 – Tue – No lecture
- Week 07 – 01 Mar 2018 – Thu – Newton’s method (cont.)
- Week 08 – 06 Mar 2018 – Tue – Conjugate gradient method
- Week 08 – 08 Mar 2018 – Thu – Midterm
- Week 09 – 13 Mar 2018 – Tue – Spring break
- Week 09 – 15 Mar 2018 – Thu – Spring break
- Week 10 – 20 Mar 2018 – Tue – Conjugate gradient method (cont.)
- Week 10 – 22 Mar 2018 – Thu – Projections and underdetermined systems
- Week 11 – 27 Mar 2018 – Tue – Proximal gradient methods
- Week 11 – 29 Mar 2018 – Thu – Proximal gradient methods (cont.)
- Week 12 – 03 Apr 2018 – Tue – Convex and linear programming
- Week 12 – 05 Apr 2018 – Thu – Sensitivity vectors
- Week 13 – 10 Apr 2018 – Tue – KKT conditions
- Week 13 – 12 Apr 2018 – Thu – KKT conditions and duality
- Week 14 – 17 Apr 2018 – Tue – Penalty methods
- Week 14 – 19 Apr 2018 – Thu – No lecture
- Week 15 – 24 Apr 2018 – Tue – Optimization with equality constraints
- Week 15 – 26 Apr 2018 – Thu – Alternating direction method of multipliers
Assignments
- Assignment #0 (due on Thu, 25 Jan 2018)
- Assignment #1 (due on Thu, 01 Feb 2018) (code) — Solution #1
- Assignment #2 (due on Thu, 15 Feb 2018) (code) — Solution #2
- Assignment #3 (due on Thu, 01 Mar 2018) (code) — Solution #3
- Midterm Exam (done on Thu, 08 Mar 2018) – Midterm Solution
- Assignment #4 (due on Tue, 03 Apr 2018) (code) — Solution #4
- Assignment #5 (due on Tue, 17 Apr 2018) (code) — Solution #5
- Assignment #6 (due on Tue, 01 May 2018) (code) — Solution #6
- Final Exam (done on Tue, 08 May 2018) – Final Solution
Tutorials
- Week 05 – 16 Feb 2018 – Fri – Tutorial #4 (by Yu Sun)
- Week 06 – 23 Feb 2018 – Fri – Tutorial #5 (by Hesam Mazidi)