週次 |
日期 |
單元主題 |
第18週 |
06/23 |
Term project due |
第1-1週 |
02/24 |
Course overview & some examples |
第1-2週 |
02/26 |
Unconstrained optimization: Newton's method |
第2-1週 |
03/03 |
Guaranteeing descent & line search method for guaranteeing convergence |
第2-2週 |
03/05 |
Line search methods |
第3-1週 |
03/10 |
Least-squares example & trust-region methods |
第3-2週 |
03/12 |
Practical trust-region methods |
第4-1週 |
03/17 |
Practical trust-region method &
inexact Newton methods |
第4-2週 |
03/19 |
Linear program: Optimality & duality |
第5-1週 |
03/24 |
Optimality conditions for constrained problems |
第6-1週 |
03/31 |
Active-set methods |
第6-2週 |
04/02 |
Spring break (No lecture) |
第7-1週 |
04/07 |
Sequential quadratic programming &
reduced-gradient methods |
第8-1週 |
04/14 |
Barrier methods for nonlinear inequality constrained
problems |
第9-1週 |
04/21 |
自我學習週 (No lecture) |
第9-2週 |
04/23 |
自我學習週 (No lecture); term project proposal due |
第10-1週 |
04/28 |
Primal-dual interior-point methods |
第10-2週 |
04/30 |
Penalty methods &
augmented Lagrangian methods |
第11-1週 |
05/05 |
Semidefinite programming |
第11-2週 |
05/07 |
Duality theory for linear program |
第12-1週 |
05/12 |
Duality theory for nonlinear optimization |
第13-1週 |
05/19 |
Convex nonsmooth optimization:
l1 minimization problems |
第13-2週 |
05/21 |
Subgradients |
第14-1週 |
05/26 |
Subgradient methods &
ISTA for l1 minimization |
第14-2週 |
05/28 |
Split Bregman method for l1 minimization |
第15-1週 |
06/02 |
Split & linearized Bregman methods
|
第15-2週 |
06/04 |
Matrix rank minimization |
第16-1週 |
06/09 |
Low-rank matrix optimization problems |
第16-2週 |
06/11 |
Principal component analysis (PCA) &
robust principal component analysis (RPCA) |
第17-1週 |
06/16 |
Proximal gradient methods
|
第17-2週 |
06/18 |
Fast proximal gradient method & FISTA |