Welcome to EECS 127/227A!

Lecture recordings from previous semesters are available here. Information about discussion sections is available here. The professor’s office hours is on Thursdays from 11am-12pm in Cory 212, and other office hours and homework parties are available on the schedule.

Readings posted next to each lecture use the abbreviations:

CR, which stands for the course reader that our staff have written in previous semesters.
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.

Week 1

Aug 23

Homework 0 Released Prob. PDF Sol. PDF

Aug 24

Lecture 1 Introduction and Least Squares - iPad Notes (Berkeley account required to view) - Slides: CEG Ch. 1
BV Ch. 1, Appendices A.1, A.2, A.3

Aug 25

Discussion 1 Prob. PDF Sol. PDF

Week 2

Aug 28

Discussion 1

Aug 29

Lecture 2 Linear Algebra Review: Vector Norms, Gram-Schmidt and QR, Fundamental Theorem of Linear Algebra: CEG Ch. 2, Ch. 3
BV Appendix A.5

Aug 30

Homework 0 Due

Homework 0 Self-Grades Released Gradescope

Homework 1 Released Prob. PDF Sol. PDF

Aug 31

Lecture 3 Linear Algebra Review: Symmetric Matrices: CEG Ch. 4

Sep 1

Discussion 2 Prob. PDF Sol. PDF

Week 3

Sep 4

Happy Labor Day!

Sep 5

Lecture 4 Principal Component Analysis - Jupyter

CEG Sec 5.3.2

Sep 6

Homework 0 Self-Grades Due

Homework 1 Due

Homework 1 Self-Grades Released Gradescope

Homework 2 Released Prob. PDF + Jupyter - Sol. PDF + Sol Jupyter

Sep 7

Lecture 5 SVD and Low-Rank Approximation: CEG Ch. 5

Sep 8

Discussion 3 Prob. PDF Sol. PDF

Week 4

Sep 11

Discussion 3

Sep 12

Lecture 6 Low-Rank Approximation: CEG Sec. 5.3
Wikipedia article
Note on Eckart-Young

Sep 13

Homework 1 Self-Grades Due

Homework 2 Due

Homework 2 Self-Grades Released Gradescope

Homework 3 Released Prob. PDF + Jupyter - Sol. PDF + Sol Jupyter

Sep 14

Lecture 7 Vector Calculus - iPad Notes (Berkeley account required to view): BV Appendix A.4

Sep 15

Discussion 4 Prob. PDF - Sol. PDF

Week 5

Sep 18

Discussion 4

Sep 19

Lecture 8 Ridge Regression: CEG Ch. 6
BV Sec 6.3.2

Sep 20

Homework 2 Self-Grades Due

Homework 3 Due

Homework 3 Self-Grades Released

Homework 4 Released Prob. PDF Sol. PDF

Sep 21

Lecture 9 Connections: Ridge, PCA, MLE: CEG Ch. 6

Sep 22

Discussion 5 Prob. PDF + Jupyter Sol. PDF

Week 6

Sep 25

Discussion 5

Sep 26

Lecture 10 Convexity - Recording: CEG Sec. 8.1, 8.2, 8.3
BV Secs 2.1, 2.2

Sep 27

Homework 3 Self-Grades Due

Homework 4 Due

Homework 4 Self-Grades Released

Homework 5 Released Prob. PDF Sol. PDF

Sep 28

Lecture 11 Convexity - Recording: CEG Sec. 8.1, 8.2, 8.3
BV Secs 2.1, 2.2, 2.5

Sep 29

Discussion 6 Prob. PDF Sol. PDF

Week 7

Oct 2

Discussion 6

Oct 3

Lecture 12 Convexity / Convex Functions - Recording: CEG Sec. 8.1, 8.2, 8.3
BV Secs 3.1, 3.2

Oct 4

Midterm Review Review Sheet Solutions

Homework 4 Self-Grades Due

Homework 5 Due

Homework 5 Self-Grades Released

Homework 6 Released Prob. PDF Sol. PDF

Oct 5

Lecture 13 Convexity / Convex Functions - Recording: CEG Sec. 8.1, 8.2, 8.3
BV Secs 3.1, 3.2

Oct 6

Discussion 7 Prob. PDF Sol. PDF

Week 8

Oct 9

Discussion 7

Oct 10

Midterm In-Class Exam Solutions

Oct 11

Homework 5 Self-Grades Due

Homework 6 Due

Homework 6 Self-Grades Released

Homework 7 Released Prob. PDF Sol. PDF

Oct 12

Lecture 14 Convexity / Convex Optimization - Recording: CEG Sec. 8.4
BV Sec. 4.1, 4.2

Oct 13

Discussion 8 Prob. PDF Sol. PDF

Week 9

Oct 16

Discussion 8

Oct 17

Lecture 15 First Look at Descent Methods - Recording: CEG Sec. 12.2.1
BV Sec 9.1

Oct 18

Homework 7 Due

Homework 7 Self-Grades Released

Homework 8 Released Prob. PDF Sol. PDF

Oct 19

Lecture 16 Gradient descent, m-strongly convex and L-smooth functions - Recording: CEG Sec. 12.1
BV Sec 9.3

Lecture Slides Convex Sets and Functions (Berkeley account required to view)

Lecture Slides Gradient Descent for Unconstrained Minimization (Berkeley account required to view)

Oct 20

Discussion 9 Prob. PDF Sol. PDF

Week 10

Oct 23

Discussion 9

Oct 24

Lecture 17 Gradient descent/optimality criteria Recording: CEG Sec. 12.2.2
BV Sec 9.3

Oct 25

Homework 7 Self-Grades Due

Homework 8 Due

Homework 8 Self-Grades Released

Homework 9 Released Prob. PDF + Jupyter Notebook Sol. PDF + Jupyter Notebook

Oct 26

Lecture 18 Motivating duality/Lagrangian Recording

CEG Sec 8.5
BV Secs 5.1, 5.2

Lecture Slides Duality and Optimality Criteria (Berkeley account required to view)

Oct 27

Discussion 10 Prob. PDF Sol. PDF

Week 11

Oct 30

Discussion 10

Oct 31

Lecture 19 Weak and strong duality Recording: CEG Sec 8.5
BV Secs 5.1, 5.2

Nov 1

Homework 8 Self-Grades Due

Homework 9 Due

Homework 9 Self-Grades Released

Homework 10 Released Prob. PDF + Jupyter Notebook Sol. PDF + Jupyter Notebook

Nov 2

Lecture 20 KKT conditions/Slater’s condition Recording: CEG Sec 8.5
BV Secs 5.1, 5.2

Lecture Notes LP and QP (Berkeley account required to view)

Nov 3

Discussion 11 Prob. PDF Sol. PDF

Week 12

Nov 6

Discussion 11

Nov 7

Lecture 21 LP/QP Recording: CEG Ch. 9
BV Secs 4.3, 4.4

Nov 8

Homework 9 Self-Grades Due

Homework 10 Due

Homework 10 Self-Grades Released

Homework 11 Released Prob. PDF + Jupyter Notebook Sol. PDF + Jupyter Notebook

Nov 9

Lecture 22 QCQP/SOCP Recording: CEG Ch. 10
BV Secs 4.3, 4.4

Lecture Slides QCQPs and SOCPs (Berkeley account required to view)

Nov 10

Academic Holiday, No Discussion Section

Week 13

Nov 13: Discussion 12 Prob. PDF Sol. PDF
Nov 14: Lecture 23 LQR/Control + SDP Recording; CEG Secs. 11.1, 11.2, 11.3
BV Sec 4.6.1; Lecture Slides LQR and SDPs (Berkeley account required to view)
Nov 15: Homework 10 Self-Grades Due; Homework 11 Due; Homework 11 Self-Grades Released; Homework 12 Released Prob. PDF + Jupyter Notebook Sol. PDF + Jupyter Notebook
Nov 16: Lecture 24 L1 Norms/LASSO Recording; CEG Secs. 9.6, 13.1, 13.2; Lecture Slides L1 Regularization and LASSO (Berkeley account required to view)
Nov 17: Discussion 13 Prob. PDF Sol. PDF

Week 14

Nov 20: Discussion 13
Nov 21: Lecture 25 Applications: SVM Recording; CEG Ch. 13.3
BV Sec. 8.6.1; Lecture Slides SVM (Berkeley account required to view)
Nov 22-24: Academic Holiday. Happy Thanksgiving!

Week 15

Nov 27: Discussion 14 Prob. PDF Sol. PDF
Nov 28: Lecture 26 Newton’s method Recording; CEG Sec. 12.2.4
Sec. 9.5.1, 9.5.2; Lecture Slides Newton’s Method (Berkeley account required to view)
Nov 29: Homework 11 Self-Grades Due; Homework 12 Due; Homework 12 Self-Grades Released; Homework 13 Released (Not due, not graded) Prob. PDF + Jupyter Notebook Sol. PDF + Jupyter Notebook
Nov 30: Lecture 27 Interior Point Methods Recording; Sec. 12.3.1
BV Sec. 11.1, 11.2; Lecture Slides Interior Point Methods (Berkeley account required to view)
Dec 1: Discussion 14

RRR Week

Dec 5: Final Exam Review Review Sheet Review Sheet Solutions
Dec 6: Homework 12 Self-Grades Due
Dec 7: Final Exam Review Recording 1 Recording 2

Finals Week

Dec 12: Final Exam Solutions