## 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