ESE 415 Optimization (Spring 2019)
Course Information
The access to the material on this page is temporarily restricted (until May 2020). If you would like to gain access please contact Ulugbek Kamilov.
Lecture: Tue and Thu 01:00-02:30 PM at Seigle 304
Tutorial: Fri 03:00-04:00 PM at Seigle 304
Instructor: Prof. Ulugbek Kamilov
Room: Jolley 532
Email: kamilov@wustl.edu
Office hours: Fri 01:30-02:30 PM (by email appointment)
Assistant instructor: Ms. Xiaojian Xu
Room: Jolley 539
Email: xiaojianxu@wustl.edu
Office hours: Wed 4:00-5:00 PM
Assistant instructor: Mr. Yu Sun
Room: Jolley 539
Email: sun.yu@wustl.edu
Office hours: Tue 10:00-11:00 AM
Syllabus: download (PDF).
Announcements
- The final exam will take place 1-3 PM on Tue, 7 May, at Seigle 304.
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
- Week 04 – 05 Feb 2019 – Tue – Convergence and step-size (slides)
- Week 04 – 07 Feb 2019 – Thu – No lecture
- Week 05 – 12 Feb 2019 – Tue – Convex sets and functions (cont)
- Week 05 – 14 Feb 2019 – Thu – Convexity and the gradient method
- Week 06 – 19 Feb 2019 – Tue – Accelerating the gradient method
- Week 06 – 21 Feb 2019 – Thu – Least-squares optimization
- Week 07 – 26 Feb 2019 – Tue – Newton’s method
- Week 07 – 28 Feb 2019 – Thu – Newton’s method (cont)
- Week 08 – 05 Mar 2019 – Tue – Conjugate gradient method
- Week 08 – 07 Mar 2019 – Thu – Midterm
- Week 09 – 12 Mar 2019 – Tue – No lecture (Spring break)
- Week 09 – 14 Mar 2019 – Thu – No lecture (Spring break)
- Week 10 – 19 Mar 2019 – Tue – Conjugate gradient method (cont)
- Week 10 – 21 Mar 2019 – Thu – No lecture
- Week 11 – 26 Mar 2019 – Tue – Projections and linear systems
- Week 11 – 28 Mar 2019 – Thu – Proximal gradient methods
- Week 12 – 02 Apr 2019 – Tue – Proximal gradient methods (cont)
- Week 12 – 04 Apr 2019 – Thu – Convex and linear programming
- Week 13 – 09 Apr 2019 – Tue – Sensitivity vectors (slides)
- Week 13 – 11 Apr 2019 – Thu – KKT conditions
- Week 14 – 16 Apr 2019 – Tue – KKT conditions and duality
- Week 14 – 18 Apr 2019 – Thu – Penalty methods
- Week 15 – 23 Apr 2019 – Tue – Optimization under mixed constraints
- Week 15 – 25 Apr 2019 – Thu – ADMM
Assignments
- Assignment #0 (due on Thu, 17 Jan 2019)—Solution #0
- Assignment #1 (due on Thu, 31 Jan 2019) (code)—Solution #1
- Assignment #2 (due on Thu, 14 Feb 2019) (code)—Solution #2
- Assignment #3 (due on Thu, 28 Feb 2019) (code)—Solution #3
- Midterm Exam (done on Thu, 07 Mar 2019)—Midterm Solution
- Assignment #4 (due on Tue, 09 Apr 2019) (code)—Solution #4
- Assignment #5 (due on Tue, 23 Apr 2019) (code)—Solution #5
- Assignment #6 (due on Tue, 07 May 2019) (code)
- Final Exam (done on Tue, 07 May 2019)—Final Solution
Tutorial Notes
- Week 02 – 25 Jan 2019 – Fri – Slides – Notes – Code
- Week 04 – 08 Feb 2019 – Fri – Slides
- Week 05 – 15 Feb 2019 – Fri – Slides
- Week 06 – 22 Feb 2019 – Fri – Slides
- Week 07 – 01 Mar 2019 – Fri – Midterm 2018
- Week 08 – 08 Mar 2019 – Fri – No tutorial
- Week 09 – 15 Mar 2019 – Fri – No tutorial (Spring break)
- Week 10 – 22 Mar 2019 – Fri – Review of Midterm 2019
- Week 11 – 29 Mar 2019 – Fri – No tutorial
- Week 12 – 05 Apr 2019 – Fri – Slides
- Week 13 – 12 Apr 2019 – Fri – Slides
- Week 14 – 19 Apr 2019 – Fri – Slides
- Week 15 – 26 Apr 2019 – Fri – Slides