Optimization Reading Group

May-July 2016, Friday 4:00-5:30 pm, CSA 225

In this reading group we intend to discuss some parts of the Convex Optimization book by Boyd and Vandenberghe. We also intend to discuss some advanced topics from this online course by Sebastien Bubeck.

We intend to meet once a week (possible more if there is sufficient interest!) and also discuss problems from Boyd and Vandenberghe book at the end of the session (real learning happens when we solve real problems!). The topics and dates are tentative for now, we will finalize these once we have a mailing list.

Schedule

Date Topic Presenter Notes
Week of May 2 Convex Sets Arpit Handwritten Notes
Week of May 9 Operations that preserve convexity,
Seperating hyperplanes
Arpit Handwritten Notes
Week of May 16 Convex Functions, Operations that preserve convexity,
Conjugate Functions
Arpit Notes
Week of May 23 Convex Optimization Problems
Gradient Descent
Arpit  
Week of May 30 Gradient Descent and Analysis of Convergence Arpit Notes
Week of June 6 Nesterov's Accelerated Gradient Descent
Sub-gradient descent
Arpit Notes
Week of June 13 Duality Indu  
Week of June 27 Proximal Gradient Descent
Conditional Gradient Descent-- Frank Wolfe Method and Analysis
Arpit Notes
Week of July 4 Newton's Method and Analysis
Self-concordant functions
Week of July 11 Interior Point Method and Analysis
Week of July 18 Interior Point Method and Analysis (contd.)
Week of July 25 Mirror Descent and Analysis    
Week of August 1 Stochastic Gradient Descent and analysis
State of the art
Week of August 8 Advances in Non-convex Optimization