Lectures
Lectures will also be posted on bCourses. See the schedule here. Lectures Notes are available here. The slides were developed in the most part by Suvrit Sra.
Lecture 1: Convex sets and functions. (handout, slides).
Lecture 2: Conjugates, subdifferentials. (handout, slides).
Lecture 3: Optimization problems. (handout, slides).
Lecture 4: Conic optimization: problem classes. (handout, slides).
Lecture 5: Conic optimization (II). (handout, slides).
Lecture 6: Minireview and quiz.
Lecture 7: Weak duality, strong duality. (handout, slides).
Lecture 8: Duality, minimax. (handout, slides).
Lecture 9: Optimality conditions, conic duality (handout, slides).
Lecture 10: Minireview, moment inequalities (handout, slides).
Lecture 11: Guest lecture: optimization in graphs by Michael Mahoney.
Lecture 12: Review of conic duality.
Lecture 13: Introduction to robust optimization.
