Semester:  Spring 2019, also offered on Fall 2021 and Spring 2017 
Time and place:  Monday, Wednesday and Friday, 9.30am10.20am, Lawson Building B134 
Instructors:  Jean Honorio 
Office hours:  Lawson Building 2142J (Please send an email for appointments) 
Date  Topic (Tentative)  Notes 
Mon, Jan 7  B&V Chapter 1: introduction  Identities on matrix calculus 
Wed, Jan 9  B&V Chapter 2: convex sets  
Fri, Jan 11  (lecture continues)  
Mon, Jan 14 
B&V Chapter 3: convex functions Examples: equation 1 in [1], section 3 in [2] (not mandatory to be read) 

Wed, Jan 16  —  
Fri, Jan 18  (lecture continues)  
Mon, Jan 21  MARTIN LUTHER KING JR. DAY  
Wed, Jan 23  —  Homework 1: due on Jan 30 
Fri, Jan 25  (lecture continues)  
Mon, Jan 28  B&V Chapter 4: convex optimization problems  
Wed, Jan 30  ADVERSE WEATHER 

Fri, Feb 1  (lecture continues)  Homework 1 due 
Mon, Feb 4  (lecture continues)  
Wed, Feb 6  (lecture continues)  Homework 1 solution 
Fri, Feb 8  —  Homework 2: due on Feb 15 
Mon, Feb 11 
B&V Chapter 5: duality Example: [1] (not mandatory to be read) 

Wed, Feb 13  (lecture continues)  
Fri, Feb 15  (lecture continues)  Homework 2 due 
Mon, Feb 18  (lecture continues)  
Wed, Feb 20  (lecture continues) 
Homework 2 solution Homework 3: due on Feb 27 
Fri, Feb 22  (lecture continues)  
Mon, Feb 25  B&V Chapter 9: unconstrained optimization  
Wed, Feb 27  (lecture continues)  Homework 3 due 
Fri, Mar 1  Presentation: Wei [1]  
Mon, Mar 4  —  Homework 3 solution 
Wed, Mar 6  MIDTERM (Chapters 14)  9.30am10.20am at Lawson Building B134 
Fri, Mar 8  Presentation: Chuyang [1]  
Mon, Mar 11  SPRING VACATION  
Wed, Mar 13  SPRING VACATION  
Fri, Mar 15  SPRING VACATION  
Mon, Mar 18  B&V Chapter 10: equality constrained optimization  Homework 4: due on Mar 25 
Wed, Mar 20  (lecture continues)  
Fri, Mar 22  Presentation: Raphael [1]  
Mon, Mar 25  B&V Chapter 11: interiorpoint methods, by Asish Ghoshal 

Wed, Mar 27  (lecture continues, by Asish Ghoshal)  Homework 4 due 
Fri, Mar 29  Presentation: Krishna [1]  
Mon, Apr 1  Matroids and the greedy algorithm  Homework 4 solution 
Wed, Apr 3  (lecture continues)  Homework 5: due on Apr 12 
Fri, Apr 5  —  
Mon, Apr 8  Submodular optimization  
Wed, Apr 10  Greedy algorithms for submodular maximization  
Fri, Apr 12  Presentation: Zitao [1]  Homework 5 due 
Mon, Apr 15  Convergence rates of gradient descent for constrained optimization  
Wed, Apr 17  (lecture continues)  
Fri, Apr 19  Presentation: Abi [1]  
Mon, Apr 22  (lecture continues)  
Wed, Apr 24  FINAL EXAM (Chapters 5, 911, matroids, submodularity)  9.30am10.20am at Lawson Building B134 
Fri, Apr 26  Presentation: Kevin [1] 