CLASS INFO
- Semester: Fall, 2023
- Class time/ Class room: Thur., 18:00-21:00/ Mirae Building 607
- Text book: Convex Optimization, Stephen Boyd and Lieven Vandenberghe (link)
CONTENTS
- Preliminary: Linear Algebra and Basic Calculus (slide 1) (slide 2) (slide 3) (slide 4)
- Week 01: Introduction (slide 1)
- Week 02: Affine set and Convex Set (slide 1) (slide 2)
- Week 03: Convex function (slide 1) (slide 2)
- Week 04: Unconstrained Optimization (slide 1) (slide 2)
- Week 05: Constrained Optimization (slide 1) (slide 2)
- Week 06: Dual problem (slide)
- Week 07: Interior point method (slide 1) (slide 2)
- Week 08: Midterm exam
- Week 09: EM algorithm (slide)
- Week 10: ADMM algorithm (slide 1) (slide 2)
- Week 11: MCMC algorithm and Variational Inference (slide)
- Week 12: Stochastic optimiaztion algorithm (slide)
- Week 13: Convergence analysis
- Week 14: Final exam: