Welcome to EECS 127/227A, Spring 2026!

Lecture recordings from this semester (Spring 2026) are available here.Lecture recordings from Spring 2024 are available here. Lecture recordings from Fall 2022 are available here. They cover a lot of the 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.

Slides from the linear algebra review session can be found here.

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 20

Lecture 1 Introduction and Least Squares: CEG Ch. 1

Jan 21

Discussion 1 Prob. PDF - Sol. PDF

Jan 22

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

Jan 23

Homework 1 Released Prob. PDF - Sol. PDF

Week 2

Jan 27

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

Jan 28

Discussion 2 Prob. PDF - Sol. PDF

Jan 29

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

Jan 30

Homework 1 Due

Homework 2 Released Prob. PDF - Sol. PDF

Week 3

Feb 3

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

Feb 4

Discussion 3 Prob. PDF - Sol. PDF

Feb 5

Lecture 6 Vector Calculus: V and B Appendix A.4

Feb 6

Homework 2 Due

Homework 3 Released Prob. PDF - Sol. PDF

Week 4

Feb 10

Lecture 7 Vector Calculus Continued: V and B Appendix A.4

Feb 11

Discussion 4 Prob. PDF - Sol. PDF

Feb 12

Lecture 8 SVD and Low-rank approximation I: C and EG Sec 5.3. Also https://en.wikipedia.org/wiki/Low-rank_approximation.

Feb 13

Homework 3 Due

Homework 4 Released Prob. PDF - Sol. PDF

Week 5

Feb 17

Lecture 9 Low-rank approximation II: C and EG Sec 5.3. Also https://en.wikipedia.org/wiki/Low-rank_approximation.

Feb 18

Discussion 5 Prob. PDF - Sol. PDF

Feb 19

Lecture 10 Ridge regression: 3 interpretations. (1) Ill-conditioned matrices (2) Modified Least squares (3) Ghost Data (connection to Tikhonov): C and EG Ch 6.

Feb 20

Homework 4 Due

Homework 5 Released Prob. PDF - Sol. PDF

Week 6

Feb 24

Lecture 11 Convexity: C and EG: Ch 8.1-8.3, V and B, Ch 2-4

Feb 25

Discussion 6 Prob. PDF - Sol. PDF

Feb 26

Lecture 12 Convexity: C and EG: Ch 8.1-8.3, V and B, Ch 2-4

Feb 27

Homework 5 Due

Homework 6 Released Prob. PDF - Sol. PDF

Week 7

Mar 3

Lecture 13 Descent Methods: C and EG: Ch 12.2

Mar 4

Discussion 7 Prob. PDF - Sol. PDF

Mar 5

Lecture 14 Descent Methods: C and EG: Ch 12.2

Mar 6

Homework 6 Due

Homework 7 Released Prob. PDF - Sol. PDF

Week 8

Mar 10: Lecture 15 Stochastic Gradient Descent and variants
Mar 11: Discussion 8 Prob. PDF - Sol. PDF
Mar 12: Lecture 16 Weak duality
Mar 13: Homework 7 Due; Homework 8 Released Prob. PDF - Sol. PDF

Week 9

Mar 17: Lecture 17 Lecture Cancelled
Mar 18: Discussion 9 Prob. PDF - Sol. PDF
Mar 19: Lecture 18 Strong Duality; C and EG: Ch 8.5, V and B: Ch 5
Mar 20: Homework 8 Due; Homework 9 Released Prob. PDF - Sol. PDF

Week 10

Mar 31: Lecture 19 Duality; B and V 5.5
Apr 1: Discussion 10 Prob. PDF - Sol. PDF
Apr 2: Lecture 20 KKT + formulating optimization problems; B and V 5.5
Apr 3: Homework 9 Due; Homework 10 Released Prob. PDF - Sol. PDF

Week 11

Apr 7

Lecture 21 KKT

Apr 8

Discussion 11 Prob. PDF - Sol. PDF

Apr 9

Lecture 22 Fenchel Conjugate

Apr 10

Homework 10 Due

Homework 11 Released Prob. PDF

Sol. PDF

Week 12

Apr 14: Lecture 23 LPs
Apr 15: Discussion 12 Prob. PDF - Sol. PDF
Apr 16: Lecture 24 QPs
Apr 17: Homework 11 Due; Homework 12 Released Prob. PDF

Week 13

Apr 21: Lecture 25 SOCPs
Apr 22: Discussion 13 Prob. PDF
Apr 23: Lecture 26 L1 norms and Lasso, Newtons Method
Apr 24: Homework 12 Due; Homework 13 Released