⚠ Note
This tentative schedule corresponds to the semester January to April, 2023.
| Date | Lecture Topic | Readings | Homework |
|---|
| Tue, Jan-10 | Introduction | | HW1 out |
| Thu, Jan-12 | Linear least-squares | Sections 3.1–3.2 of Beck; Least-squares notes of UBC Math 307 | |
| Tue, Jan-17 | QR Factorization | | HW1 due |
| Thu, Jan-19 | Regularized least-squares | | HW2 out |
| Tue, Jan-24 | Gradients | Section 1.5.1 of Beck; Chapter 2 of Kochenderfer and Wheeler; Automatic differentiation from scratch, in 10 lines of Julia | |
| Thu, Jan-26 | Nonlinear least-squares | Sections 3.5 and 4.5 of Beck | HW2 due |
| Tue, Jan-31 | Unconstrained optimization | Sections 4.1, 4.2, 4.4 of Beck | HW3 out |
| Thu, Feb-2 | Unconstrained optimization (cont) | | |
| Tue, Feb-7 | Descent methods, demo | | HW3 due |
| Thu, Feb-9 | Scaled descent | Section 4.4 of Beck | HW4 out |
| Tue, Feb-14 | Descent, continued | Chapter 5 of Beck | |
| Thu, Feb-16 | Newton's method and Cholesky | | HW4 due |
| Tue, Feb-21 | Midterm break | | |
| Thu, Feb-23 | Midterm break | | |
| Tue, Feb-28 | Linear constraints and reduced gradient | | |
| Thu, Mar-2 | Midterm exam (in class) | | |
| Tue, Mar-7 | Convex sets | Sections 6.1—6.4 of Beck | HW5 out |
| Thu, Mar-9 | Convex functions | Sections 7.1—7.6 of Beck | |
| Tue, Mar-14 | Convex optimality | | HW5 due |
| Thu, Mar-16 | Projected and proximal gradient | | |
| Tue, Mar-21 | Convergence gradient descent | | HW6 out |
| Thu, Mar-23 | Stochastic gradient descent | Sections 6.4 and 8.2 of Beck | |
| Tue, Mar-28 | LP intro | | HW6 due |
| Thu, Mar-30 | LP geometry | | |
| Tue, Apr-4 | LP standard form | | HW7 out |
| Thu, Apr-6 | LP simplex, LP simplex example, LP 2-sided bounds and phase 1, Demo | Section 12.3.1 of Beck | |
| Tue, Apr-11 | LP duality, Demo LP & QP interior method | | HW7 due, HW8 out (not due) |
| Thu, Apr-13 | Matrix games | | |
| Fri, Apr-21 | Final exam, 7pm | Location: PHRM 1201 | |