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: