| 1 |
Introduction |
course 1 |
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TD 1 |
| 1-3 |
Unconstrained and constrained optimization |
course 2 |
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TD 2 |
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First order condition, Second order condition |
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Problems: Regression, Least-squares |
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| 4-5 |
Convex sets and functions |
course 3 |
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TD 3 |
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Convex sets |
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Convex functions |
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Optimization problems |
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| 6-8 |
First-order methods |
course 4 |
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TD 4 |
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Gradient and sub-gradient methods |
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Legendre-Fenchel transform |
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Proximal algorithms |
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Applications |
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| 9-10 |
Optimality and duality |
course 5 |
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Duality |
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Applications |
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| 11-12 |
Sparse modeling |
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Applications |
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