Semester:  Fall 2021, also offered on Spring 2019 and Spring 2017 
Time and place:  Tuesday and Thursday, 10.30am11.45am, Hampton Hall 2117 
Instructors:  Jean Honorio 
Office hours:  (Please send an email for appointments) 
Date  Topic (Tentative)  Notes 
Tue, Aug 24  B&V Chapter 1: introduction  Identities on matrix calculus 
Thu, Aug 26  B&V Chapter 2: convex sets  
Tue, Aug 31 
B&V Chapter 3: convex functions Examples: equation 1 in [1], section 3 in [2] (not mandatory to be read) 
Homework 1: due on Sep 7, 11.59pm EST 
Thu, Sep 2  (lecture continues)  
Tue, Sep 7 
B&V Chapter 4: convex optimization problems Examples: equation 6 in [1], equation 8 in [2] (not mandatory to be read) 
Homework 1 due 
Thu, Sep 9  (lecture continues)  
Tue, Sep 14  (lecture continues) 
Homework 1 solution Homework 2: due on Sep 21, 11.59pm EST 
Thu, Sep 16 
B&V Chapter 5: duality Example: [1] (not mandatory to be read) 

Tue, Sep 21  (lecture continues)  Homework 2 due 
Thu, Sep 23  (lecture continues)  
Tue, Sep 28  (lecture continues) 
Homework 2 solution Homework 3: due on Oct 5, 11.59pm EST 
Thu, Sep 30  —  
Tue, Oct 5  B&V Chapter 9: unconstrained optimization 
Homework 3 due Send me an email with a link to the paper you plan to present 
Thu, Oct 7 
(lecture continues) B&V Chapter 10: equality constrained optimization 

Tue, Oct 12  OCTOBER BREAK  Homework 3 solution 
Thu, Oct 14  MIDTERM (Chapters 14) 
10.30am11.45am at Hampton Hall 2117 Midterm solution 
Tue, Oct 19 
(lecture continues) B&V Chapter 11: interiorpoint methods 

Thu, Oct 21  —  Presentation slides due (see email for directions) 
Tue, Oct 26  (lecture continues)  
Thu, Oct 28  Student presentations: Abhijeet [1], Jiajun [2], Shuang [3], Xinyi [4]  Homework 4: due on Nov 4, 11.59pm EST 
Tue, Nov 2  Student presentations: Zhanyu [1], Shanyun [2], Sehwan [3], Qiuling [4]  
Thu, Nov 4  Student presentations: Hanbyul [1], Huiming [2], Mingxuan [3], Xiaochen [4], Zihan [5]  Homework 4 due 
Tue, Nov 9  Student presentations: Jinwon [1], Yao [2], Austin [3], Eunhan [4], Hyeong [5] 
Homework 4 solution Homework 5: due on Nov 16, 11.59pm EST 
Thu, Nov 11  Student presentations: Tian [1], Muye [2], Wenjie [3], Pramith [4]  Student presentation slides 
Tue, Nov 16  Matroids and the greedy algorithm  Homework 5 due 
Thu, Nov 18 
Submodular optimization Greedy algorithms for submodular maximization 

Tue, Nov 23  FINAL EXAM (Chapters 5, 911, matroids, submodularity) 
10.30am11.45am at Hampton Hall 2117 Final exam solution 
Thu, Nov 25  THANKSGIVING VACATION  
Tue, Nov 30  Convergence rates of gradient descent for constrained optimization  
Thu, Dec 2  (lecture continues) 