Welcome to EECS 127/227A!

Lecture recordings from this semester are available here. Lecture recordings from a previous semester (Fall 2022) are available here. They cover a lot of the current course material, but neither set of material is a strict superset of the other.

Previous semesters’ staff have written a course reader (i.e., set of course notes), accessible here. This semester’s staff will periodically update and improve the reader.

Readings posted next to each lecture use the abbreviations:

CEG, which stands for the textbook Optimization Models by Calafiore and El Ghaoui;
BV, which stands for the textbook Convex Optimization by Boyd and Vandenberghe.

Course Calendar

Note: calendar not finalized and subject to change. In particular, the schedule of certain topics still have to be finalized.

Jump to current week.

Week 1

Jan 15

Jan 16

Lecture 1 Introduction and Least Squares: CEG Ch. 1

Homework 1 Released Prob. PDF

Jan 17

Jan 18

Lecture 2 Linear Algebra Review: Vector Norms: CEG Ch. 2, Ch. 3

Jan 19

Discussion 1 Prob. PDF - Sol. PDF

Homework 1 Due Sol. PDF

Homework 1 Self-Grades Released Gradescope

Homework 2 Released Prob. PDF

Week 2

Jan 22

Discussion 1 Prob. PDF - Sol. PDF

Jan 23

Lecture 3 Linear Algebra Review: Gram-Schmidt, QR, Fundamental Theorem of Linear Algebra, Minimum-Norm Solution: CEG Ch. 4

Jan 24

Jan 25

Lecture 4 Linear Algebra Review: Symmetric Matrices: CEG Ch. 5

Jan 26

Discussion 2 Prob. PDF - Sol. PDF

Homework 1 Self-Grades Due

Homework 2 Due Sol. PDF

Homework 2 Self-Grades Released Gradescope

Homework 3 Released Prob. PDF

Week 3

Jan 29

Discussion 2 Prob. PDF - Sol. PDF

Jan 30

Lecture 5 Linear Algebra Review: Principal Components Analysis, SVD - Jupyter Notebook: CEG Ch. 5

Jan 31

Feb 1

Lecture 6 SVD, Low-Rank Approximation I: CEG Sec. 5.3

Feb 2

Discussion 3 Prob. PDF - Sol. PDF

Homework 2 Self-Grades Due

Homework 3 Due Sol. PDF

Homework 3 Self-Grades Released Gradescope

Homework 4 Released Prob. PDF - Prob. Jupyter

Week 4

Feb 5

Discussion 3 Prob. PDF - Sol. PDF

Feb 6

Lecture 7 Low-Rank Approximation II

Feb 7

Feb 8

Lecture 8 Vector Calculus I: BV Appendix A.4

Feb 9

Discussion 4 Prob. PDF

Homework 3 Self-Grades Due

Homework 4 Due Sol. PDF - Sol. Jupyter

Homework 4 Self-Grades Released Gradescope

Homework 5 Released Prob. PDF

Week 5

Feb 12

Discussion 4 Prob. PDF - Sol. PDF

Feb 13

Lecture 9 Vector Calculus II: BV Appendix A.4

Feb 14

Feb 15

Lecture 10 Least Squares and Variants: Ridge Regression: CEG Ch. 6

Feb 16

Discussion 5 Prob. PDF - Prob. Jupyter - Sol. PDF

Homework 4 Self-Grades Due

Homework 5 DueSol. PDF

Homework 5 Self-Grades ReleasedGradescope

Homework 6 ReleasedProb. PDF

Week 6

Feb 19

Discussion 5 Prob. PDF - Prob. Jupyter - Sol. PDF

Feb 20

Lecture 11 Convexity I: CEG Sec. 8.1, 8.2, 8.3
BV Ch. 2, 3, 4

Feb 21

Feb 22

Lecture 12 Convexity II: CEG Sec. 8.1, 8.2, 8.3
BV Ch. 2, 3, 4

Feb 23

Discussion 6 Prob. PDF - Sol. PDF

Homework 5 Self-Grades Due

Homework 6 DueSol. PDF

Homework 6 Self-Grades ReleasedGradescope

Homework 7 ReleasedProb. PDF - Sol. PDF

Week 7

Feb 26

Discussion 6 Prob. PDF - Sol. PDF

Feb 27

Lecture 13 Descent Methods I: CEG Sec. 12.2

Feb 28

Feb 29

Lecture 14 Descent Methods II: CEG Sec. 12.2

Mar 1

Discussion 7 Prob. PDF - Sol. PDF

Homework 6 Self-Grades Due

Homework 7 Due

Homework 7 Self-Grades Released

Week 8

Mar 4

Discussion 7 Prob. PDF - Sol. PDF

Midterm Exam

Mar 5

Lecture 15 TBD

Midterm Redo Released Prob. PDF

Mar 6

Mar 7

Lecture 16 Weak Duality: CEG Sec. 8.5
BV Ch. 5

Mar 8

Discussion 8 Prob. PDF - Sol. PDF

Midterm Redo Due Sol. PDF

Homework 7 Self-Grades DueGradescope

Homework 8 ReleasedProb. PDF - Prob. Jupyter

Week 9

Mar 11

Discussion 8 Prob. PDF - Sol. PDF

Mar 12

Lecture 17 Strong Duality: CEG Sec. 8.5
BV Ch. 5

Mar 13

Mar 14

Lecture 18 Duality, Optimality Conditions: BV Sec. 5.5

Mar 15

Discussion 9 Prob. PDF - Sol. PDF

Homework 8 Due Sol. PDF - Sol. Jupyter

Homework 8 Self-Grades ReleasedGradescope

Homework 9 ReleasedProb. PDF - Prob. Jupyter

Week 10

Mar 18

Discussion 9 Prob. PDF - Sol. PDF

Mar 19

Lecture 19 KKT, Formulating Optimization Problems: BV Sec. 5.5

Mar 20

Mar 21

Lecture 20 LPs: CEG Ch. 9

Mar 22

Discussion 10 Prob. PDF - Sol. PDF

Homework 8 Self-Grades Due

Homework 9 DueSol. PDF - Sol. Jupyter

Homework 9 Self-Grades ReleasedGradescope

Homework 10 Released Prob. PDF

Week 11 (Spring Break)

Mar 25
Mar 26
Mar 27
Mar 28
Mar 29

Week 12

Apr 1

Discussion 10 Prob. PDF - Sol. PDF

Apr 2

Lecture 21 QPs: CEG Ch. 9, 10

Apr 3

Apr 4

Lecture 22 SOCPs: CEG Ch. 12

Apr 5

Discussion 11 Prob. PDF - Sol. PDF

Homework 9 Self-Grades Due

Homework 10 Due Sol. PDF

Homework 10 Self-Grades ReleasedGradescope

Homework 11 Released Prob. PDF - Prob. Jupyter

Week 13

Apr 8

Discussion 11 Prob. PDF - Sol. PDF

Apr 9

Lecture 23 L1 Norms and LASSO: CEG Sec. 9.6.2, 13.4, 12.5

Apr 10

Apr 11

Lecture 24 Advanced Descent Methods: CEG Sec. 12.5
BV Ch. 11 (first half)

Apr 12

Discussion 12 Prob. PDF - Sol. PDF

Homework 10 Self-Grades Due

Homework 11 DueSol. PDF - Sol. Jupyter

Homework 11 Self-Grades ReleasedGradescope

Homework 12 Released Prob. PDF - Prob. Jupyter

Week 14

Apr 15: Discussion 12 Prob. PDF - Sol. PDF
Apr 16: Lecture 25 Applications: SVM
Apr 17
Apr 18: Lecture 26 Applications: SVM
Apr 19: Discussion 13 Prob. PDF - Sol. PDF; Homework 11 Self-Grades Due; Homework 12 DueSol. PDF - Sol. Jupyter; Homework 12 Self-Grades ReleasedGradescope; Homework 13 ReleasedProb. PDF - Prob. Jupyter

Week 15

Apr 22: Discussion 13 Prob. PDF - Sol. PDF
Apr 23: Lecture 27 Guest Lecture: Semidefinite Programming (Venkat Anantharam)
Apr 24
Apr 25: Lecture 28 Guest Lecture: Producing (almost) separating hyperplanes – geometry, perceptrons, multiplicative weights (Satish Rao)
Apr 26: Homework 12 Self-Grades Due; Homework 13 Due; Homework 13 Self-Grades Released

RRR Week

Apr 29
Apr 30
May 1
May 2
May 3: Homework 13 Self-Grades Due

Finals Week

May 6 :

May 7
May 8
May 9: Final Exam
May 10