Date Topic Activity Deadlines
11 Jan Syllabus, git and Github Github exercise  
13 Jan Convex sets and functions convexity exercise  
18 Jan Basics and standard problems transforming problems  
20 Jan GD and subgradients Lasso regression w/ GD P1 due
25 Jan Prox GD and SGD ISTA  
27 Jan Duality find the dual HW 1 due (1/31 @ 23:59)
01 Feb KKT conditions KKT  
03 Feb ADMM and CD Lasso CD and ADMM  
08 Feb Strong rules and paths Path for lasso  
10 Feb QA session Newton vs GD HW 2 due (2/15 @ 23:59)
15 Feb NO CLASS    
17 Feb NO CLASS    
22 Feb Newton’s method little quiz  
24 Feb Project presentations   P2 due


For each homework assignment, you will have an individual repo. The README file has instructions. Please be sure you read the section of the syllabus about collaboration


More information will be posted here shortly. Prior to the due date for Checkpoint 1, be sure to notify me of your team so