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.
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