Course Information
ESE 415 Optimization
Lectures: Mon & Wed, 10:00–11:20am, Hillman 60
Tutorials: Fri, 2-3pm, via Zoom
Instructor:
Prof. Ulugbek Kamilov
Email: kamilov@wustl.edu
Office hours: Mon, 1-2pm (by appointment)
Office: McKelvey 2033
Assistant instructors:
Ms. Shirin Shoushtari
Email: s.shirin@wustl.edu
Office hours: Wed, 4-5pm
Mr. Yuyang Hu
Email: h.yuyang@wustl.edu
Office hours: Tue, 4-5pm
Ms. Flora Sun
Email: zhixin.sun@wustl.edu
Office hours: Fri, 11am-noon
Mr. Weijie Gan
Email: weijie.gan@wustl.edu
Office hours: Thu, 4-5pm
Syllabus: download (PDF).
Announcements
- Assignment #6 is out and due on Mon, 05/01
- Syllabus has been posted
- We will use Piazza for questions and discussions
- All the assignments will be collected only via Gradescope
Lecture Notes
- Week 01 – Mon, 01/16 – No class (MLK Jr Day)
- Week 01 – Wed, 01/18 – Introduction
- Week 02 – Mon, 01/23 – Functions of one variable (slides)
- Week 02 – Wed, 01/25 – Existence and first-order optimality (slides)
- Week 03 – Mon, 01/30 – Second-order conditions for optimality (slides)
- Week 03 – Wed, 02/01 – Gradient method (slides)
- Week 04 – Mon, 02/06 – Convergence and step-size (slides)
- Week 04 – Wed, 02/08 – No class
- Week 05 – Mon, 02/13 – Convex sets and functions 1 (slides)
- Week 05 – Wed, 02/15 – Convex sets and functions 2 (slides)
- Week 06 – Mon, 02/20 – Convexity and the gradient method (slides)
- Week 06 – Wed, 02/22 – Accelerated gradient method (slides)
- Week 07 – Mon, 02/27 – Newton methods 1 (slides)
- Week 07 – Wed, 03/01 – Newton methods 2 (slides)
- Week 08 – Mon, 03/06 – Least-squares minimization (slides)
- Week 08 – Wed, 03/08 – Midterm
- Week 09 – Mon, 03/13 – No class (Spring break)
- Week 09 – Wed, 03/15 – No class (Spring break)
- Week 10 – Mon, 03/20 – Projections and linear systems (slides)
- Week 10 – Wed, 03/22 – Proximal gradient method 1 (slides)
- Week 11 – Mon, 03/27 – Proximal gradient method 2 (slides)
- Week 11 – Wed, 03/30 – Constrained convex optimization (slides)
- Week 12 – Mon, 04/03 – Sensitivity vectors (slides)
- Week 12 – Wed, 04/05 – KKT conditions (slides)
- Week 13 – Mon, 04/10 – KKT conditions and duality (slides)
- Week 13 – Wed, 04/12 – Penalty methods (slides)
- Week 14 – Mon, 04/17 – Optimization with equality constraints
- Week 14 – Wed, 04/19 – ADMM
- Week 15 – Mon, 04/24 – Conjugate gradient method [part 2] (slides)
- Week 15 – Wed, 04/26 – Final exam
Assignments
- Assignment #0 (due on Mon, 01/30) – Solution #0
- Assignment #1 [code] (due on Mon, 02/13) – Solution #1
- Assignment #2 [code] (due on Mon, 02/27) – Solution #2
- Assignment #3 [code] (due on Mon, 03/20) – Solution #3
- Midterm (on Wed, 03/08) – Solution Midterm
- Assignment #4 [code] (due on Mon, 04/03) – Solution #4
- Assignment #5 [code] (due on Mon, 04/17) – Solution #5
- Assignment #6 [code] (due on Mon, 05/01) – Solution #6
- Final (on Wed, 04/26) – Solution Final
Tutorial Notes
- Week 03 – Fri, 02/03 – Tutorial 1 (video)
- Week 04 – Fri, 02/10 – Tutorial 2 (video)
- Week 05 – Fri, 02/17 – No tutorial
- Week 06 – Fri, 02/24 – Tutorial 3 (video)
- Week 07 – Fri, 03/03 – Tutorial 4 (video)
- Week 08 – Fri, 03/10 – Tutorial 5 (video)
- Week 09 – Fri, 03/17 – No tutorial
- Week 10 – Fri, 03/24 – Tutorial 6 (video)
- Week 11 – Fri, 03/31 – Tutorial 7 (video)
- Week 12 – Fri, 04/07 – Tutorial 8 (video)
- Week 13 – Fri, 04/14 – Tutorial 9 (video)
- Week 14 – Fri, 04/21 – Tutorial 10 (video)
Extra Practice
- Assignment #1 (2021) – Solution #1 (2021)
- Assignment #2 (2019) – Solution #2 (2019)
- Assignment #3 (2022) – Solution #3 (2022)
- Midterm Exam (2021) – Midterm Solution (2021)
- Midterm Exam (2019) – Midterm Solution (2019)
- Midterm Exam (2020) – Midterm Solution (2020)
- Assignment #4 (2022) – Solution #4 (2022)
- Assignment #5 (2021) – Solution #5 (2021)
- Assignment #6 (2018) – Solution #6 (2018)
- Final Exam (2019) – Final Solution (2019)
- Final Exam (2020) – Final Solution (2020)
- Final Exam (2022) – Final Solution (2022)