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.
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
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 DueSol. PDF - Sol. Jupyter
- Homework 13 Self-Grades ReleasedGradescope
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