Semester:  Spring 2016 
Time and place:  Tuesday and Thursday, 9am10.15am, Lawson Building B134 
Instructor: 
Jean Honorio, Office hours until March 11: Monday, 2pm4pm, Lawson Building 2142J After March 11, please send me an email for appointments. 
TA:  Yudong Cao, Office hours: Wednesday, 2pm4pm, Lawson Building B116F 
Date  Topic (Tentative)  Notes 
Tue, Jan 12  B&V Chapter 1: introduction  Homework 0 (passwordprotected): due on Jan 14 at beginning of class 
Thu, Jan 14  B&V Chapter 2: convex sets  Homework 0 due 
Tue, Jan 19 
(lecture continues) B&V Chapter 3: convex functions 
Quiz 1 Homework 0 solution (passwordprotected) Notes about the CauchySchwarz inequality [1] [2] 
Thu, Jan 21  (lecture continues)  Identities on matrix calculus 
Tue, Jan 26  —  
Thu, Jan 28  B&V Chapter 4: convex optimization problems  Homework 1: due on Feb 2 at beginning of class 
Tue, Feb 2  (lecture continues)  Homework 1 due 
Thu, Feb 4  (lecture continues)  
Tue, Feb 9  B&V Chapter 5: duality  Homework 1 solution (passwordprotected) 
Thu, Feb 11  (lecture continues)  Homework 2: due on Feb 18 at beginning of class 
Tue, Feb 16  (lecture continues)  
Thu, Feb 18  B&V Chapter 9: unconstrained optimization  Homework 2 due 
Tue, Feb 23  —  Homework 3: due on Mar 1 at beginning of class 
Thu, Feb 25  Subgradient methods, convergence analysis  Homework 2 solution (passwordprotected) 
Tue, Mar 1  — 

Thu, Mar 3  B&V Chapter 10: equality constrained optimization  Homework 3 due 
Tue, Mar 8  B&V Chapter 11: interiorpoint methods  Homework 3 solution (passwordprotected) 
Thu, Mar 10  (lecture continues)  Project plan due (see Assignments for details) 
Tue, Mar 15  SPRING VACATION  
Thu, Mar 17  SPRING VACATION  
Tue, Mar 22  MIDTERM  9am10.15am at Lawson Building B134 
Thu, Mar 24  (midterm solution)  
Tue, Mar 29  Stochastic optimization, convergence analysis  
Thu, Mar 31  Matroids and the greedy algorithm  
Tue, Apr 5 
(lecture continues) Submodular optimization 
Project preliminary report due (see Assignments for details) Homework 4 (passwordprotected): due on Apr 14 at 11.59pm 
Thu, Apr 7  Greedy algorithms for submodular maximization  
Tue, Apr 12  —  
Thu, Apr 14  N&W Chapter 6: quasiNewton methods  Homework 4 due 
Tue, Apr 19  —  
Thu, Apr 21  —  
Tue, Apr 26  N&W Chapter 4: trustregion methods  Project final report due (see Assignments for details) 
Thu, Apr 28  —  
Wed, May 4  FINAL EXAM  10.30am12.30pm at Lawson Building B134 