Welcome to EECS 127/227A!
Lecture recordings from this semester are available here. Lecture recordings from a previous semester (Fall 2022) are available here. They cover a lot of the current course material, but neither set of material is a strict superset of the other.
Previous semesters’ staff have written a course reader (i.e., set of course notes), accessible here. This semester’s staff will periodically update and improve the reader.
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.
Staff
Syllabus
Course Calendar
Note: calendar not finalized and subject to change. In particular, the schedule of certain topics still have to be finalized.
Jump to current week.
Week 1
| Jan 15: | ||
|---|---|---|
| Jan 16: | [LECTURE 1] Introduction and Least Squares [HOMEWORK 1 RELEASED] Prob. PDF | CEG Ch. 1 |
| Jan 17: | ||
| Jan 18: | [LECTURE 2] Linear Algebra Review: Vector Norms | CEG Ch. 2, Ch. 3 |
| Jan 19: | [DISCUSSION 1] Prob. PDF - Sol. PDF [HOMEWORK 1 DUE] Sol. PD [HOMEWORK 1 SELF-GRADES RELEASED] Gradescope [HOMEWORK 2 RELEASED] Prob. PDF |
Week 2
| Jan 22: | [DISCUSSION 1] Prob. PDF - Sol. PDF | |
|---|---|---|
| Jan 23: | [LECTURE 3] Linear Algebra Review: Gram-Schmidt, QR, Fundamental Theorem of Linear Algebra, Minimum-Norm Solution | CEG Ch. 4 |
| Jan 24: | ||
| Jan 25: | [LECTURE 4] Linear Algebra Review: Symmetric Matrices | CEG Ch. 5 |
| Jan 26: | [DISCUSSION 2] Prob. PDF - Sol. PDF [HOMEWORK 1 SELF-GRADES DUE] [HOMEWORK 2 DUE] Sol. PDF [HOMEWORK 2 SELF-GRADES RELEASED] Gradescope [HOMEWORK 3 RELEASED] Prob. PDF |
Week 3
| Jan 29: | [DISCUSSION 2] Prob. PDF - Sol. PDF | |
|---|---|---|
| Jan 30: | [LECTURE 5] Linear Algebra Review: Principal Components Analysis, SVD - Jupyter Notebook | CEG Ch. 5 |
| Jan 31: | ||
| Feb 1: | [LECTURE 6] SVD, Low-Rank Approximation I | CEG Sec. 5.3 |
| Feb 2: | [DISCUSSION 3] Prob. PDF - Sol. PDF [HOMEWORK 2 SELF-GRADES DUE] [HOMEWORK 3] DUE Sol. PDF [HOMEWORK 3 SELF-GRADES RELEASED] Gradescope [HOMEWORK 4 RELEASED] Prob. PDF - Prob. Jupyter |
Week 4
| Feb 5: | [DISCUSSION 3] Prob. PDF - Sol. PDF | |
|---|---|---|
| Feb 6: | [LECTURE 7] Low-Rank Approximation II | |
| Feb 7: | ||
| Feb 8: | [LECTURE 8] Vector Calculus I | BV Appendix A.4 |
| Feb 9: | [DISCUSSION 4] Prob. PDF [HOMEWORK 3 SELF-GRADES DUE] [HOMEWORK 4] DUE Sol. PDF - Sol. Jupyter [HOMEWORK 4 SELF-GRADES RELEASED] Gradescope [HOMEWORK 5 RELEASED] Prob. PDF |
Week 5
| Feb 12: | [DISCUSSION 4] Prob. PDF - Sol. PDF | |
|---|---|---|
| Feb 13: | [LECTURE 9] Vector Calculus II | BV Appendix A.4 |
| Feb 14: | ||
| Feb 15: | LECTURE 10 Least Squares and Variants: Ridge Regression | CEG Ch. 6 |
| Feb 16: | [DISCUSSION 5] Prob. PDF - Prob. Jupyter - Sol. PDF [HOMEWORK 4 SELF-GRADES DUE] [HOMEWORK 5] DUE Sol. PDF [HOMEWORK 5 SELF-GRADES RELEASED] Gradescope [HOMEWORK 6 RELEASED] Prob. PDF |
Week 6
| Feb 19: | [DISCUSSION 5] Prob. PDF - Prob. Jupyter - Sol. PDF | |
|---|---|---|
| Feb 20: | [LECTURE 11] Convexity I | CEG Sec. 8.1, 8.2, 8.3 BV Ch. 2, 3, 4 |
| Feb 21: | ||
| Feb 22: | [LECTURE 12] Convexity II | CEG Sec. 8.1, 8.2, 8.3 BV Ch. 2, 3, 4 |
| Feb 23: | [DISCUSSION 6] Prob. PDF - Sol. PDF [HOMEWORK 5 SELF-GRADES DUE] [HOMEWORK 6] DUE Sol. PDF [HOMEWORK 6 SELF-GRADES RELEASED] Gradescope [HOMEWORK 7 RELEASED] Prob. PDF - Sol. PDF |
Week 7
| Feb 26: | [DISCUSSION 6] Prob. PDF - Sol. PDF | |
|---|---|---|
| Feb 27: | [LECTURE 13] Descent Methods I | CEG Sec. 12.2 |
| Feb 28: | ||
| Feb 29: | [LECTURE 14] Descent Methods II | CEG Sec. 12.2 |
| Mar 1: | [DISCUSSION 7] Prob. PDF - Sol. PDF [HOMEWORK 6 SELF-GRADES DUE] [HOMEWORK 7 DUE] [HOMEWORK 7 SELF-GRADES RELEASED] |
Week 8
| Mar 4: | [DISCUSSION 7] Prob. PDF - Sol. PDF [MIDTERM EXAM] | |
|---|---|---|
| Mar 5: | [LECTURE 15] TBD [MIDTERM REDO RELEASED] Prob. PDF | |
| Mar 6: | ||
| Mar 7: | [LECTURE 16] Weak Duality | CEG Sec. 8.5 BV Ch. 5 |
| Mar 8: | [DISCUSSION 8] Prob. PDF - Sol. PDF [MIDTERM REDO DUE] Sol. PDF [HOMEWORK 7 SELF-GRADES DUE] Gradescope [HOMEWORK 8 RELEASED] Prob. PDF - Prob. Jupyter |
Week 9
| Mar 11: | [DISCUSSION 8] Prob. PDF - Sol. PDF | |
|---|---|---|
| Mar 12: | [LECTURE 17] Strong Duality | CEG Sec. 8.5 BV Ch. 5 |
| Mar 13: | ||
| Mar 14: | [LECTURE 18] Duality, Optimality Conditions | BV Sec. 5.5 |
| Mar 15: | [DISCUSSION 9] Prob. PDF - Sol. PDF [HOMEWORK 8 DUE] Sol. PDF - Sol. Jupyter [HOMEWORK 8 SELF-GRADES RELEASED] Gradescope [HOMEWORK 9 RELEASED] Prob. PDF - Prob. Jupyter |
Week 10
| Mar 18: | [DISCUSSION 9] Prob. PDF - Sol. PDF | |
|---|---|---|
| Mar 19: | [LECTURE 19] KKT, Formulating Optimization Problems | BV Sec. 5.5 |
| Mar 20: | ||
| Mar 21: | [LECTURE] 20 LPs | CEG Ch. 9 |
| Mar 22: | [DISCUSSION 10] Prob. PDF - Sol. PDF [HOMEWORK 8 SELF-GRADES DUE] [HOMEWORK 9 DUE] Sol. PDF - Sol. Jupyter [HOMEWORK 9 SELF-GRADES RELEASED] Gradescope [HOMEWORK 10 RELEASED] Prob. PDF |
Week 11 (Spring Break)
| Mar 25: | ||
|---|---|---|
| Mar 26: | ||
| Mar 27: | ||
| Mar 28: | ||
| Mar 29: |
Week 12
| Apr 1: | [DISCUSSION 10] Prob. PDF - Sol. PDF | |
|---|---|---|
| Apr 2: | [LECTURE 21] QPs | CEG Ch. 9, 10 |
| Apr 3: | ||
| Apr 4: | [LECTURE 22] SOCPs | CEG Ch. 12 |
| Apr 5: | [DISCUSSION 11] Prob. PDF - Sol. PDF [HOMEWORK 9 SELF-GRADES DUE] [HOMEWORK 10 DUE] Sol. PDF [HOMEWORK 10 SELF-GRADES RELEASED] Gradescope [HOMEWORK 11 RELEASED] Prob. PDF - Prob. Jupyter |
Week 13
| Apr 8: | [DISCUSSION 11] Prob. PDF - Sol. PDF | |
|---|---|---|
| Apr 9: | [LECTURE 23] L1 Norms and LASSO | CEG Sec. 9.6.2, 13.4, 12.5 |
| Apr 10: | ||
| Apr 11: | [LECTURE 24] Advanced Descent Methods | CEG Sec. 12.5 BV Ch. 11 (first half) |
| Apr 12: | [DISCUSSION 12] Prob. PDF - Sol. PDF [HOMEWORK 10 SELF-GRADES DUE] [HOMEWORK 11 DUE] Sol. PDF - Sol. Jupyter [HOMEWORK 11 SELF-GRADES RELEASED] Gradescope [HOMEWORK 12 RELEASED] Prob. PDF - Prob. Jupyter |
Week 14
| Apr 15: | [DISCUSSION 12] Prob. PDF - Sol. PDF |
|---|---|
| Apr 16: | [LECTURE 25] Applications: SVM |
| Apr 17: | |
| Apr 18: | [LECTURE 26] Applications: SVM |
| Apr 19: | [DISCUSSION 13] Prob. PDF - Sol. PDF [HOMEWORK 11 SELF-GRADES DUE] [HOMEWORK 12 DUE] Sol. PDF - Sol. Jupyter [HOMEWORK 12 SELF-GRADES RELEASED] Gradescope [HOMEWORK 13 RELEASED] Prob. PDF - Prob. Jupyter |
Week 15
| Apr 22: | [DISCUSSION 13] Prob. PDF - Sol. PDF |
|---|---|
| Apr 23: | [LECTURE 27] Guest Lecture: Semidefinite Programming (Venkat Anantharam) |
| Apr 24: | |
| Apr 25: | [LECTURE 28] Guest Lecture: Producing (almost) separating hyperplanes – geometry,perceptrons, multiplicative weights (Satish Rao) |
| Apr 26: | [HOMEWORK 12 SELF-GRADES DU] [HOMEWORK 13 DUE] Sol. PDF - Sol. Jupyter [HOMEWORK 13 SELF-GRADES RELEASED] Gradescop |
RRR Week
| Apr 29: | ||
|---|---|---|
| Apr 30: | ||
| May 1: | ||
| May 2: | ||
| May 3: | [HOMEWORK 13 SELF-GRADES DUE] |
Finals Week
| Mar 6: | ||
|---|---|---|
| May 7: | ||
| May 8: | ||
| May 9: | [FINAL EXAM] Prob. PDF - Sol. PDF | |
| May 10: |