| Date | Slides | Reading | HW |
|---|---|---|---|
| Tue 07 Jan | Introduction (html)/(pdf) | HW 1 out | |
| Thu 09 Jan | Linear least squares | §§3.1-3.2 of Beck; Least-squares notes (UBC Math 307) | |
| Tue 14 Jan | QR | HW 1 due | |
| Thu 16 Jan | SVD | Pluto notebook / SVD notes (UBC Math 307) | HW 2 out |
| Tue 21 Jan | Regularized least-squares | Pluto notebook / §§3.3—3.4 of Beck | |
| Thu 23 Jan | Gradients and necessary conditions | §1.5.1 of Beck; Ch 2 of Kochenderfer and Wheeler; Automatic differentiation from scratch in 10 lines of Julia | HW 2 due |
| Tue 28 Jan | Hessians and sufficient conditions | Ch 2 of Beck | HW 3 out |
| Thu 30 Jan | Descent methods | §§4.1–4.2 of Beck | |
| Tue 04 Feb (online) | Scaled descent and Gauss Newton | §3.5, §§4.3–4.5 of Beck | HW 3 due |
| Thu 06 Feb | Newton’s method and Cholesky | Ch 5 of Beck | HW 4 out |
| Tue 11 Feb | Linear constraints and reduced gradient | ||
| Thu 13 Feb | Machine learning activity | HW 4 due | |
| Tue 18 Feb | Midterm Break | ||
| Thu 20 Feb | Midterm Break | ||
| Tue 25 Feb | Midterm Exam | HW 5 out | |
| Thu 27 Feb | Guest lecturer | ||
| Tue 04 Mar | Convex sets | §§6.1–6.4 of Beck | HW 5 due |
| Thu 06 Mar | Convex functions | §§7.1–7.5 of Beck | |
| Tue 11 Mar | Convex optimization | Ch 8 of Beck | HW 6 out |
| Thu 13 Mar | Projected and proximal gradient | Ch 9 of Beck | |
| Tue 18 Mar (online) | Multiplicative Weights Update Method | HW 6 due | |
| Thu 20 Mar (online) | Smooth convex minimization | §6.4 and §8.2 of Beck | HW 7 out |
| Tue 25 Mar | Strongly convex minimization and Stochastic gradient descent | ||
| Thu 27 Mar | LP applications / LP geometry | HW 7 due | |
| Tue 01 Apr | LP simplex / in-class activity | §12.3.1 of Beck | HW 8 out |
| Thu 03 Apr | LP example / LP standard form / LP duality | ||
| Tue 08 Apr | Matrix games / Matrix game demo | HW 8 due | |
| TBD | Final exam |
Syllabus
Note
The syllabus is a living document, and homework assignments or other details may be updated until they are officially assigned.