Outline - EECS at UC Berkeley

Date
29. Aug. 2013
3. Sep. 2013
5. Sep. 2013
10. Sep. 2013
12. Sep. 2013
17. Sep. 2013
19. Sep. 2013
24. Sep. 2013
26. Sep. 2013
1. Oct. 2013
3. Oct. 2013
8. Oct. 2013
10. Oct. 2013
15. Oct. 2013
17. Oct. 2013
22. Oct. 2013
24. Oct. 2013
29. Oct. 2013
31. Oct. 2013
5. Nov. 2013
7. Nov. 2013
12. Nov. 2013
14. Nov. 2013
19. Nov. 2013
21. Nov. 2013
26. Nov. 2013
28. Nov. 2013
3. Dec. 2013
5. Dec. 2013
10. Dec. 2013
12. Dec. 2013
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Lecture topic
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28
Introduction to optimization
Convex sets and functions
Conjugates, subdifferentials
Optimization problems
Conic optimization
Weak duality
Duality examples
Duality, strong duality
Minimax, optimality conditions
Midterm 1
Subgradient methods
Gradient methods, I
Gradient methods, II
Operator splitting
Proximal methods, incremental methods
Stochastic optimization
Block-coordinate descent, I
Review
Midterm 2
BCD II, parallel algorithms
Parallel, distributed optimization, I
Parallel, distributed optimization, II
Newton and quasi-Newton methods
Interior-point methods
Robust optimization
Affine recourse
HOLIDAY
Optimization in machine learning
Optimization over polynomials
TBD
Review
Instructor
El Ghaoui
El Ghaoui
El Ghaoui
El Ghaoui
El Ghaoui
El Ghaoui
El Ghaoui
El Ghaoui
El Ghaoui
El Ghaoui
El Ghaoui
El Ghaoui
El Ghaoui
El Ghaoui
El Ghaoui
El Ghaoui
El Ghaoui
TBD
El Ghaoui
El Ghaoui
El Ghaoui
El Ghaoui
El Ghaoui
El Ghaoui
El Ghaoui
TBD
TBD
TBD
TBD