M. Pawan Kumar
 
 

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LECTURES

  1. Lecture 0, Part 1: Introduction
    PPT   PDF

  2. Lecture 0, Part 2: Preliminaries
    PPT   PDF

    Suggested reading:

  3. Lecture 1: Subgradient Descent
    PPT   PDF

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  4. Lecture 2, Part 1: Mirror Descent
    PPT   PDF

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  5. Lecture 2, Part 2: Stochastic Optimization
    PPT   PDF

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  6. Lecture 3, Part 1: SVM Duality
    PPT   PDF

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  7. Lecture 3, Part 2: Linear Programming Duality
    PPT   PDF

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  8. Lecture 3, Part 3: Duality
    PPT   PDF

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  9. Lecture 4, Part 1: Energy Minimization: Trees
    PPT   PDF

  10. Lecture 4, Part 2: Energy Minimization: Submodularity
    PPT   PDF

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  11. Lecture 4, Part 3: Convex relaxations
    PPT   PDF

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PROGRAMMING ASSIGNMENTS

Please see the Programming Assignments Webpage for a detailed description and initial code.

FREE BOOKS ON OPTIMIZATION

Convex Optimization: Algorithms and Complexity, Sebastien Bubeck
WWW

Convex Optimization, Stephen Boyd and Lieven Vandenberghe.
WWW

Introduction to Online Convex Optimization, Elad Hazan.
WWW

Design of Approximation Algorithms, David P. Williamson and David B. Shmoys.
WWW