22-Jan: Course overview. Introduction to optimization.
24-Jan: Convex sets and functions.
29-Jan: Convex functions in more detail
31-Jan: Subdifferentials
5-Feb: Convex optimisation problems
7-Feb: Weak duality, conjugates, crossing
12-Feb: Strong duality, minimax games
14-Feb: Optimality conditions
19-Feb: Conic duality, Farkas lemma, etc.
21-Feb: Gradient methods, CG
26-Feb: Conditional gradient method
28-Feb: Subgradient methods
5-Mar: Accelerated gradient, Mirror Descent
7-Mar: Monotone operators, nonexpansivity
12-Mar: Stochastic gradients
14-Mar: Second-order methods, I
19-Mar: Coordinate descent
21-Mar: Duality and dual decomposition
26-Mar: SPRING BREAK
28-Mar: SPRING BREAK
2-Apr: ADMM + distributed ADMM
4-Apr: Other distributed methods
9-Apr: Decision-making under uncertainty
11-Apr: Robust linear programming
16-Apr: Robust convex problems
18-Apr: Chance constraints
23-Apr: Derivative free optimization
25-Apr: Complexity theory of convex opt
30-Apr: Convex algebraic geometry
2-May: Review