COURSE DESCRIPTION

Syllabus

NOTES (updated on Oct 23)

Sample Code for Ell-1 minimization

Sample Code for TV minimization

Reference Books (for those with *, online access available via Purdue Library):

Amir Beck, Introduction to Nonlinear Optimization*
Amir Beck, First order methods in optimization*
Jorge Nocedal and Stephen J. Wright, Numerical Optimization*
Yurii Nesterov, Introductory Lectures on Convex Optimization A Basic Course*
Ernest K. Ryu and Wotao Yin, Large-Scale Convex Optimization: Algorithms & Analyses via Monotone Operators
Nicolas Boumal, An introduction to optimization on smooth manifolds

Note: The schedule is subject to change. Check back for changes and updates. Lecture notes will be posted here.

Week	Dates	Lecture Notes
1	08/19	Introduction Part I: Lecture Notes
	08/21	Lecture Notes
	08/23	Lecture Notes
2	08/26	Lecture Notes
	08/28	Lecture Notes
	08/30	Lecture Notes
3	09/02	Labor Day. No Class.
	09/04	Lecture Notes
	09/06	Lecture Notes
4	09/09	Part II: Lecture Notes
	09/11	Lecture Notes
	09/13	Lecture Notes
5	09/16	Lecture Notes
	09/18	Lecture Notes
	09/20	Lecture Notes
6	09/23	Lecture Notes
	09/25	Lecture Notes
	09/27	Lecture Notes
7	09/30	Lecture Notes
	10/02	Lecture Notes
	10/04	Lecture Notes
8	10/07	Fall Break. No Class.
	10/09	Lecture Notes
	10/11	Lecture Notes
9	10/14	Part III: Lecture Notes
	10/16	Lecture Notes
	10/18	Guest Lecture by Dr. Wotao Yin
10	10/21	Lecture Notes
	10/23	Same as Oct 16
	10/25	Lecture Notes
11	10/28	Lecture Notes
	10/30
	11/01	Guest Lecture
12	11/04
	11/06
	11/08
13	11/11
	11/13
	11/15
14	11/18
	11/20
	11/22
15	11/25
	11/27	Thanksgiving. No Class.
	11/29	Thanksgiving. No Class.
16	12/02
	12/04
	12/06
17	12/09
	12/11
	12/13