## 2018-1 Optimization

**Time**: Wed 9:00am-12:00

**Location**: Cluster Bd. R509 (학연산클러스터 509호)

**Textbook**: Numerical Optimization, Nocedal & Wright, Springer, 2006

**Grading: **

**Homework: 30%****Midterm Exam: 30%****Final Exam 30%****Attendance: 10%**

**June 15: homework submission: due on June 15 by 13:00 @ Cluster Bd R. 620 (학연산클러스터 620호 인공지능연구실)**

**June 20: Final Exam**

**Latex template for scribblers: [tex]**

**Lecture Notes**

**Review of analysis (pdf, scribbler: 이정현)****Rate of convergence, descent direction (pdf, scribbler: 김영석)****Differentiation, continuity(pdf, scribbler: 손수현)****HW1 [pdf] : due April 4 (no submission, volunteer-based discussion in class. Updated March 28)**

**Optimality conditions (pdf, scribbler: 권준형)****Convex optimization (pdf, scribbler: 이정현)****HW2 [pdf]: due April 18 (no submission, volunteer-based discussion in class.)**

**Convex Optimization (pdf, scribbler: 강동연)****Lipschitz continuity, strong convexity**

**Midterm exam: April 25 (in class)****You can bring one A4 paper, filling up only ONE-SIDE of the paper with the content from the lecture. This is optional****You can bring your own scratch paper****Exam questions will be at the***similar level*to the homework questions, but may not be the same

**Steepest descent & Newton's method (pdf, scribbler: M. Ibtesam)****Convergence Rate of GD & Newton's method, Quasi-Newton Method (pdf, scribbler: 손수현)****Quasi-Newton Method, Conjugate Gradient Method (pdf, scribbler: Z. Wu)****HW3 [pdf]: due May 30**

**May 23: Conjugate gradient (pdf, scribbler: 이기찬), SGD (link)****May 30: PGD (link), AGD (link)****June 5 (make-up lecture): 1:30 ~ 4:30 @ Cluster R.506****June 6: no lecture (memorial day)****June 13: no lecture (election day)****June 15: homework submission: due on June 15 by 13:00 @ Cluster Bd R. 620 (학연산클러스터 620호 인공지능연구실)****June 20: Final Exam**