ESE 415: Optimization

Course Information

Lecture: Tue and Thu 01:00-02:30 PM at Duncker 101
Tutorial: TBD

Instructor: Prof. Ulugbek Kamilov
Room: Jolley 532
Email: kamilov@wustl.edu
Office hours: Fri 03:00-04:00 PM (by email appointment)

Assistant instructor: Ms. Xiaojian Xu
Room: Jolley 539
Email: xiaojianxu@wustl.edu
Office hours: Wed 4:00-5:00 PM

Syllabus: download (PDF).

Announcements

• Assignment #1 is out and due on 01/31.
• We will be using iClickers in this class. See syllabus on how to pick yours up.
• Assignments will only be collected via Gradescope (use code: M2P3R8).
• Assignment #0 is out. It is mandatory, but is not graded.
• Piazza signup is available here.
• Follow us on Twitter (@wustlcig) to receive the announcements there.

Lecture Notes

• Week 01 – 15 Jan 2019 – Tue – Course introduction
• Week 01 – 17 Jan 2019 – Thu – Functions of one variable
• Week 02 – 22 Jan 2019 – Tue – Existence and first-order optimality
• Week 02 – 24 Jan 2019 – Thu – Second-order optimality
• Week 03 – 29 Jan 2019 – Tue – Gradient method
• Week 03 – 31 Jan 2019 – Thu – Convex sets and functions

Assignments

• Assignment #0 (due on Thu, 17 Jan 2019)
• Assignment #1 (due on Thu, 31 Jan 2019) (code)
• Assignment #2 (due on Thu, 14 Feb 2019)
• Assignment #3 (due on Thu, 28 Feb 2019)
• Midterm Exam (done on Thu, 07 Mar 2019)
• Assignment #4 (due on Thu, 28 Mar 2019)
• Assignment #5 (due on Thu, 11 Apr 2019)
• Assignment #6 (due on Thu, 25 Apr 2019)
• Final Exam (done on Tue, 07 May 2019)

Tutorial Notes

• Week 02
• Week 03
• Week 04
• Week 05
• Week 06