Tentative Syllabus

INTRODUCTION

• Linear Algebra Review
• Basics of Multivariable Calculus
• Basics of Convex Analysis: Optimality Conditions

PROBLEMS:

• Linear Regression
• SVM
• Lasso
• Linear Programming

DUALITY:

• Linear Programming and its Duality
• Lagrangian Duality
• Conjugate Duality

ALGORITHMS:

• Gradient Descent
• Accelerated Methods
• Smoothing of Non-Smooth Functions

EXTRA TOPICS:

• Eigenvector problems, Principal Component Analysis
• Semidefinite Programming
• Conic programs