Convex Optimization Reading Group

Schedule

# Date Topic Speaker Readings Suggested Exercises Notes
1 24.03 Introduction + Math background I Karl [V] 1,2,3 [K] 1,2 [K] pset 2 1
2 26.03 Math background II + Gradient Descent I Karl and Alejandro [H] 2 [V] 4 [K] pset 3.1 [V] exc 6.1, 7.1 2.1, 2.2
3 31.03 Gradient Descent II Alejandro [H] 3 [K] 3 [V] 6 [K] pset 3 3
02.04 Holiday!
4 07.04 Applications André [H] 4
5 09.04 Acceleration I: Chebyshev polynomials Nick [H] 6 [LV] 7.1 5
6 14.04 Acceleration II: Conjugate Gradient + Applications cont. Nick and André [H] 4,7 6
7 16.04 Acceleration III: (Geometric alternative to) Nesterov Bhaskar Paper by Bubeck, Lee and Singh.
See also this
for an alternative.
7
8 21.04 Spectral Graph Theory Vasileios [K] 4,5 [K] Graded HW 1 problem 3 8
9 23.04 Effective Resistance Themis [K] 6
10 28.04 Gaussian Elimination Themis [K] 6,7
11 30.04 Matrix Bernstein Inequality Karl [K] 7,8 [K] pset 5.1 11
12 05.05 Spectral Sparsification Karl + Alejandro [K] 8 [S] 14 [K] pset 5 12.1, 12.2
13 07.05 Laplacian Solver I Alejandro [K] 9 [K] 6.1 13
14 12.05 Laplacian Solver II Alejandro [K] 9 14
14.05 Holiday
Note that we only meet Fridays from here on.
15 21.05 Duality + Optimality Pieter [K] 12 [V] 5 15
16 28.05 Newton's Method Vasileios [K] 13 [V] 9 [LV] 5.3 16
17 04.06 IPM I: Primal Dual Path Following Andreas Paper by Kurt and S. Saxena 17
18 11.06 IPM II: Path Following Karol [V] 10 18

Reading Material