Course Information
Lectures: Mon/Wed, 1:00pm—2:20pm, Steinberg 105
Instructor:
Prof. Ulugbek Kamilov
Room: McKelvey 2033
Email: kamilov@wustl.edu
Office hour: Mon, 3-4pm (by appointment)
Assistant instructor:
Mr. Weijie Gan
Email: weijie.gan@wustl.edu
Office hour: Tue, 3-4pm, via Zoom
Assistant instructor:
Mr. Jiaming Liu
Email: jiaming.liu@wustl.edu
Office hour: Fri, 4-5pm, via Zoom
Syllabus: download (PDF).
Announcements
- Final presentation schedule has been posted
- Student lecture schedule is out
- No class on Monday, 09/06 due to Labor Day.
- Literature for student lectures is available here
- We will use Piazza for discussions. Signup here
- All the assignments will be collected via Gradescope
Lecture Notes
- Week 01 – Mon, 08/30 – No class
- Week 01 – Wed, 09/01 – Introduction
- Week 02 – Mon, 09/06 – No class (Labor day)
- Week 02 – Wed, 09/08 – Gradient method (slides, video)
- Week 03 – Mon, 09/13 – Gradient method (cont) (slides, video)
- Week 03 – Wed, 09/15 – Conditional and projected gradient methods (slides)
- Week 04 – Mon, 09/20 – Subgradient and subdifferential (slides, video)
- Week 04 – Wed, 09/22 – Subgradient method (slides)
- Week 05 – Mon, 09/27 – Projected subgradient method (slides, video)
- Week 05 – Wed, 09/29 – Mirror descent (slides, video)
- Week 06 – Mon, 10/04 – Lower complexity bounds (slides, video)
- Week 06 – Wed, 10/06 – Student Lecture 1 – Student Lecture 2 (video)
- Week 07 – Mon, 10/11 – No class (Fall break)
- Week 07 – Wed, 10/13 – Student Lecture 3 – Student Lecture 4 (video)
- Week 08 – Mon, 10/18 – Accelerating the gradient method (slides, video)
- Week 08 – Wed, 10/20 – Student Lecture 5 – Student Lecture 6 (video)
- Week 09 – Mon, 10/25 – Conjugate functions (slides, video)
- Week 09 – Wed, 10/27 – Student Lecture 7 – Student Lecture 8 (video)
- Week 10 – Mon, 11/01 – Smoothing for nonsmooth optimization (slides, video)
- Week 10 – Wed, 11/03 – Student Lecture 9 – Student Lecture 10 (video)
- Week 11 – Mon, 11/08 – Proximal operator (slides, video)
- Week 11 – Wed, 11/10 – Student Lecture 11 – Student Lecture 12 (video)
- Week 12 – Mon, 11/15 – Proximal gradient methods (slides, video)
- Week 12 – Wed, 11/17 – Student Lecture 13 – Student Lecture 14 (video)
- Week 13 – Mon, 11/22 – ADMM (slides, video)
- Week 13 – Wed, 11/24 – No class (Thanksgiving break)
- Week 14 – Mon, 11/29 – Student Lecture 15 – Student Lecture 16 (video)
- Week 14 – Wed, 12/01 – Project presentations 1 (#1, #2, #3, #4, #5) (video)
- Week 15 – Mon, 12/06 – Project presentations 2 (#6, #7, #8, #9, #10) (video)
- Week 15 – Wed, 12/08 – Project presentations 3 (#11, #12, #13, #14) (video)
Assignments
- Assignment #0 (due on Wed, 09/08) (code)—Solution #0
- Assignment #1 (due on Wed, 10/06) (code)—Solution #1
- Assignment #2 (due on Wed, 11/17) (code)—Solution #2