Optimization Reading Group

May-July 2016, Friday 4:00-5:30 pm, CSA 225

In this reading group we intend to discuss some parts of the Convex Optimization book by Boyd and Vandenberghe. We also intend to discuss some advanced topics from this online course by Sebastien Bubeck.

We intend to meet once a week (possible more if there is sufficient interest!) and also discuss problems from Boyd and Vandenberghe book at the end of the session (real learning happens when we solve real problems!). The topics and dates are tentative for now, we will finalize these once we have a mailing list.

Schedule

Date	Topic	Presenter	Notes
Week of May 2	Convex Sets	Arpit	Handwritten Notes
Week of May 9	Operations that preserve convexity, Seperating hyperplanes	Arpit	Handwritten Notes
Week of May 16	Convex Functions, Operations that preserve convexity, Conjugate Functions	Arpit	Notes
Week of May 23	Convex Optimization Problems Gradient Descent	Arpit
Week of May 30	Gradient Descent and Analysis of Convergence	Arpit	Notes
Week of June 6	Nesterov's Accelerated Gradient Descent Sub-gradient descent	Arpit	Notes
Week of June 13	Duality	Indu
Week of June 27	Proximal Gradient Descent Conditional Gradient Descent-- Frank Wolfe Method and Analysis	Arpit	Notes
Week of July 4	Newton's Method and Analysis Self-concordant functions	Arpit
Week of July 11	Interior Point Method and Analysis	Arpit
Week of July 18	Interior Point Method and Analysis (contd.)	Arpit
Week of July 25	Mirror Descent and Analysis	Arpit
Week of August 1	Stochastic Gradient Descent and analysis State of the art	Arpit
Week of August 8	Advances in Non-convex Optimization	Arpit