STA 250 Optimization 2016
Winter 2016


Tues/Thurs 9:00 am - 10:50 am




Instructor: Cho-Jui Hsieh
Office location: Mathematical Sciences Building (MSB) 4232
Email: chohsieh@ucdavis.edu
Office hours: Tues 11:30am-12:30pm
TA:
Email:




Announcements


Syllabus


    This course will cover some chapters of "Numerical Optimization" by Nocedal and Wright (N&W), and also some chapters of "Convex Optimization" by Stephen Boyd and Lieven Vandenberghe (B&V). Note that both books are available online. A high-level summary of the syllabus is as follows:

Grading Policy

Grades will be determined as follows:


Schedule

Date
Topic
Readings and links
Lectures
Assignments
Tues 1/5
Mathemetical Background






Thurs 1/7
Introduction to Optimization
N&W Chapter 1, 2.1
B&V Chapter 1, 2


Tues 1/12
Gradient descent
B&V Chapter 9.1-9.3
N&W Chapter 2.2



Thurs 1/14
Line Search
N&W Chapter 3.1-3.3