Welcome to EECS 127/227A!

Lectures are recorded in this YouTube playlist.
If you have problems accessing the recordings, make sure you’re logged into your Berkeley account on YouTube.

Course Calendar

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.

Note: calendar not finalized and subject to change.

Jump to current week.

Week 1

Aug 26

Discussion 0 Released Problems PDF - Solutions PDF

Aug 25

Lecture 1 Introduction and Least Squares - Recording - Slides: CEG Ch. 1

Aug 26

Homework 1 Released Problems PDF

Week 2

Aug 30

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

Aug 31

Discussion 1 Problems PDF - Solutions PDF

Sep 1

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

Discussion 1 Problems PDF - Solutions PDF

Sep 2

Discussion 1 Problems PDF - Solutions PDF

Homework 1 Due Solutions PDF

Homework 1 Self-Grades Released Gradescope

Homework 2 Released Problems PDF - Problems Jupyter

Week 3

Sep 6

Lecture 4 Principal Component Analysis - Recording - Jupyter: CEG Ch. 5

Sep 7

Discussion 2 Problems PDF - Solutions PDF

Sep 8

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

Discussion 2 Problems PDF - Solutions PDF

Sep 9

Discussion 2 Problems PDF - Solutions PDF

Homework 1 Self-Grades Due

Homework 2 Due Solutions PDF - Solutions Jupyter

Homework 2 Self-Grades Released Gradescope

Homework 3 Released Problems PDF - Problems Jupyter

Week 4

Sep 13

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

Sep 14

Discussion 3 Problems PDF - Solutions PDF

Sep 15

Lecture 7 Vector Calculus - Recording: BV Appendix A.4

Discussion 3 Problems PDF - Solutions PDF

Sep 16

Discussion 3 Problems PDF - Solutions PDF

Homework 2 Self-Grades Due

Homework 3 Due Solutions PDF - Solutions Jupyter

Homework 3 Self-Grades Released Gradescope

Homework 4 Released Problems PDF

Week 5

Sep 20

Lecture 8 Ridge Regression - Recording - Jupyter: CEG Ch. 6

Sep 21

Discussion 4 Problems PDF - Problems Jupyter - Solutions PDF

Sep 22

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

Sep 23

Discussion 4 Problems PDF - Problems Jupyter - Solutions PDF

Homework 3 Self-Grades Due

Homework 4 Due Solutions PDF

Homework 4 Self-Grades Released Gradescope

Homework 5 Released Problems PDF

Week 6

Sep 27

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

Sep 28

Discussion 5 Problems PDF - Solutions PDF

Sep 29

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

Sep 30

Discussion 5 Problems PDF - Solutions PDF

Homework 4 Self-Grades Due

Homework 5 Due Solutions PDF

Homework 5 Self-Grades Released Gradescope

Homework 6 Released Problems PDF

Week 7

Oct 4

Lecture 12 Descent Methods - Recording: CEG Sec. 12.2

Oct 5

Discussion 6 Problems PDF- Solutions PDF

Oct 6

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

Oct 7

Discussion 6 Problems PDF - Solutions PDF

Homework 5 Self-Grades Due

Homework 6 Due Solutions PDF

Homework 6 Self-Grades Released Gradescope

Homework 7 Released Problems PDF - Problems Jupyter - Solutions PDF - Solutions Jupyter

Week 8

Oct 11

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

Oct 12

Midterm Exam Instructions - Review Session Recording - Problems PDF - Solutions PDF

Oct 13

Lecture 15 Weak Duality - Recording: CEG Sec. 8.5
BV Ch. 5

Oct 14

Homework 6 Self-Grades Due

Homework 8 Released Problems PDF

Week 9

Oct 18

Lecture 16 Strong Duality - Recording: CEG Sec. 8.5
BV Ch. 5

Oct 19

Discussion 8 Problems PDF - Solutions PDF

Oct 20

Lecture 17 KKT, Optimality Conditions - Recording: BV Sec. 5.5

Oct 21

Discussion 8 Problems PDF - Solutions PDF

Homework 8 Due Solutions PDF

Homework 8 Self-Grades Released Gradescope

Homework 9 Released Problems PDF - Problems Jupyter

Week 10

Oct 25

Lecture 18 KKT, Formulating Optimization Problems - Recording: BV Sec. 5.5

Oct 26

Discussion 9 Problems PDF - Solutions PDF

Oct 27

Lecture 19 LPs - Recording: CEG Ch. 9

Oct 28

Discussion 9 Problems PDF - Solutions PDF

Homework 8 Self-Grades Due

Homework 9 Due Solutions PDF - Solutions Jupyter

Homework 9 Self-Grades Released Gradescope

Homework 10 Released Problems PDF

Week 11

Nov 1

Lecture 20 QPs - Recording: CEG Ch. 9, 10

Nov 2

Discussion 10 Problems PDF - Solutions PDF

Nov 3

Lecture 21 SOCPs and Newton’s Method - Recording: CEG Ch. 12

Nov 4

Discussion 10 Problems PDF - Solutions PDF

Homework 9 Self-Grades Due

Homework 10 Due Solutions PDF

Homework 10 Self-Grades Released Gradescope

Homework 11 Released Problems PDF - Problems Jupyter

Week 12

Nov 8

Lecture 22 L1 Norms and LASSO - Recording: CEG Sec. 9.6.2, 13.4, 12.5

Nov 9

Discussion 11 Problems PDF - Solutions PDF

Nov 10

Lecture 23 Advanced Descent Methods: CEG Sec. 12.5
BV Ch. 11 (first half)

Nov 11

Discussion 11 Cancelled: Campus Holiday

Homework 10 Self-Grades Due

Homework 11 Due Solutions PDF - Solutions Jupyter

Homework 11 Self-Grades Released Gradescope

Homework 12 Released Problems PDF - Problems Jupyter

Week 13

Nov 15: Lecture 24 Applications: LQR/Control - Recording
Nov 16: Discussion 12 Problems PDF - Solutions PDF
Nov 17: Lecture 25 Applications: SVM - Recording
Nov 18: Discussion 12 Problems PDF - Solutions PDF; Homework 11 Self-Grades Due; Homework 12 Due Solutions PDF - Solutions Jupyter; Homework 12 Self-Grades Released Gradescope; Homework 13 Released Problems PDF

Week 14

Nov 22: Lecture 26 Applications: SVM - Recording

Week 15

Nov 29: Lecture 27 Applications: Interior Point Methods - Recording
Nov 30: Discussion 13 Not created (staff strike).
Dec 1: Lecture 28 Applications: Policy Gradient - Recording
Dec 2: Discussion 13 Not created (staff strike).; Homework 12 Self-Grades Due; Homework 13 Due Solutions PDF - Solutions Jupyter

RRR Week

Dec 8: Final Projects Due

Finals Week

Dec 16: Final Exam Problems PDF - Solutions PDF