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
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