Welcome to EECS 127/227A!

Course Calendar

Lecture recordings are on the course BCourses site under “Media Gallery”.

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.
CR, which stands for the course reader that our staff are writing this semester.

Note: calendar not finalized and subject to change.

Jump to current week.

Week 1

Jan 16

(Optional) Homework 0 Released Prob. PDF

Jan 17

Lecture 1 Introduction and Least Squares: CEG Ch. 1

Jan 18

Jan 19

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

(Optional) Homework 0 Due Sol. PDF

(Optional) Homework 0 Self-Grades Released Gradescope

Homework 1 Released Prob. PDF

Jan 20

Discussion 1 Prob. PDF - Sol. PDF

Week 2

Jan 23

Discussion 1 Prob. PDF - Sol. PDF

Jan 24

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

Jan 25

Jan 26

Lecture 4 Principal Component Analysis: CEG Ch. 5

(Optional) Homework 0 Self-Grades Due

Homework 1 Due Sol. PDF

Homework 1 Self-Grades Released Gradescope

Homework 2 Released Prob. PDF

Jan 27

Discussion 2 Prob. PDF - Sol. PDF

Week 3

Jan 30

Discussion 2 Prob. PDF - Sol. PDF

Jan 31

Lecture 5 SVD and Low-Rank Approximation: CEG Sec. 5.3
Wikipedia article

Feb 1

Feb 2

Lecture 6 Low-Rank Approximation: CEG Sec. 5.3
Wikipedia article

Homework 1 Self-Grades Due

Homework 2 Due Sol. PDF

Homework 2 Self-Grades Released Gradescope

Homework 3 Released Prob. PDF - Prob. Code

Feb 3

Discussion 3 Prob. PDF - Sol. PDF

Week 4

Feb 6

Discussion 3 Prob. PDF - Sol. PDF

Feb 7

Lecture 7 Vector Calculus: BV Appendix A.4

Feb 8

Feb 9

Lecture 8 Ridge Regression: CEG Ch. 6

Homework 2 Self-Grades Due

Homework 3 Due Sol. PDF - Sol. Code

Homework 3 Self-Grades Released Gradescope

Homework 4 Released Prob. PDF

Feb 10

Discussion 4 Prob. PDF - Sol. PDF

Week 5

Feb 13

Discussion 4 Prob. PDF - Sol. PDF

Feb 14

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

Feb 15

Feb 16

Lecture 10 Convexity: CEG Sec. 8.1, 8.2, 8.3
BV Ch. 4

Homework 3 Self-Grades Due

Homework 4 Due Sol. PDF

Homework 4 Self-Grades Released Gradescope

Homework 5 Released Prob. PDF

Feb 17

Discussion 5 Prob. PDF - Sol. PDF

Week 6

Feb 20

Discussion 5 Cancelled: Campus Holiday

Feb 21

Lecture 11 Convexity: CEG Sec. 8.1, 8.2, 8.3
BV Ch. 4

Feb 22

Feb 23

Lecture 12 Descent Methods: CEG Sec. 12.2

Homework 4 Self-Grades Due

Homework 5 Due Sol. PDF

Homework 5 Self-Grades Released Gradescope

Homework 6 Released Prob. PDF

Feb 24

Discussion 6 Prob. PDF - Sol. PDF

Week 7

Feb 27

Discussion 6 Prob. PDF - Sol. PDF

Feb 28

Lecture 13 Descent Methods and Convex Optimization: CEG Sec. 12.2

Mar 1

Mar 2

Lecture 14 Bonus Lecture: Principal Components Regression, Total Least Squares

Homework 5 Self-Grades Due

Homework 6 Due Sol. PDF

Homework 6 Self-Grades Released Gradescope

Homework 7 Released Prob. PDF - Sol. PDF

Mar 3

Discussion 7 Prob. PDF - Sol. PDF

Week 8

Mar 6

Discussion 7 Prob. PDF - Sol. PDF

Midterm Exam

Mar 7

Lecture 15 Optional Lecture: Midterm Recovery

Mar 8

Mar 9

Lecture 16 Weak Duality: CEG Sec. 8.5
BV Ch. 5

Homework 6 Self-Grades Due

Homework 8 Released Prob. PDF - Prob. Code

Midterm Redo Released Prob. PDF

Mar 10

Discussion 8 Prob. PDF - Sol. PDF

Week 9

Mar 13

Discussion 8 Prob. PDF - Sol. PDF

Mar 14

Lecture 17 Strong Duality: CEG Sec. 8.5
BV Ch. 5

Mar 15

Mar 16

Lecture 18 Duality, Optimality Conditions: BV Sec. 5.5

Homework 8 Due Sol. PDF - Sol. Code

Midterm Redo Due Sol. PDF

Homework 8 Self-Grades Released Gradescope

Homework 9 Released Prob. PDF - Prob. Code

Mar 17

Discussion 9 Prob. PDF - Sol. PDF

Week 10

Mar 20

Discussion 9 Prob. PDF - Sol. PDF

Mar 21

Lecture 19 KKT, Formulating Optimization Problems: BV Sec. 5.5

Mar 22

Mar 23

Lecture 20 LPs: CEG Ch. 9

Homework 8 Self-Grades Due

Homework 9 Due Sol. PDF - Sol. Code

Homework 9 Self-Grades Released Gradescope

Homework 10 Released Prob. PDF

Mar 24

Discussion 10 Prob. PDF - Sol. PDF

Week 11 (Spring Break)

Mar 27
Mar 28
Mar 29
Mar 30
Mar 31

Week 12

Apr 3

Discussion 10 Prob. PDF - Sol. PDF

Apr 4

Lecture 21 QPs: CEG Ch. 9, 10

Apr 5

Apr 6

Lecture 22 SOCPs and Newton’s Method: CEG Ch. 12

Homework 9 Self-Grades Due

Homework 10 Due Sol. PDF

Homework 10 Self-Grades Released Gradescope

Homework 11 Released Prob. PDF - Prob. Code

Apr 7

Discussion 11 Prob. PDF - Sol. PDF

Week 13

Apr 10

Discussion 11 Prob. PDF - Sol. PDF

Apr 11

Lecture 23 L1 Norms and LASSO: CEG Sec. 9.6.2, 13.4, 12.5

Apr 12

Apr 13

Lecture 24 Advanced Descent Methods: CEG Sec. 12.5
BV Ch. 11 (first half)

Homework 10 Self-Grades Due

Homework 11 Due Sol. PDF - Sol. Code

Homework 11 Self-Grades Released Gradescope

Homework 12 Released Prob. PDF - Prob. Code

Apr 14

Discussion 12 Prob. PDF - Sol. PDF

Week 14

Apr 17: Discussion 12 Prob. PDF - Sol. PDF
Apr 18: Lecture 25 Applications: LQR/Control
Apr 19
Apr 20: Lecture 26 Applications: SVM; Homework 11 Self-Grades Due; Homework 12 Due Sol. PDF - Sol. Code; Homework 12 Self-Grades Released Gradescope; Homework 13 Released Prob. PDF - Prob. Code
Apr 21: Discussion 13 Prob. PDF - Sol. PDF

Week 15

Apr 24: Discussion 13 Prob. PDF - Sol. PDF
Apr 25: Lecture 27 Applications: Interior Point Methods
Apr 26
Apr 27: Lecture 28 Applications: Policy Gradient; Homework 12 Self-Grades Due; Homework 13 Due Sol. PDF - Sol. Code; Homework 13 Self-Grades Released Gradescope
Apr 28

RRR Week

May 1
May 2
May 3
May 4: Homework 13 Self-Grades Due
May 5

Finals Week

May 8 :

May 9
May 10: Final Exam Prob. PDF - Sol. PDF
May 11
May 12