ABCDEFGHIJKLMNOPQRSTUVWXYZAAABACAD
1
2
3
DateLecture Topic 1Lecture Topic 2Due (Fridays at 5pm)
4
Week 1Lecture 14/2/2024Introduction
Bonus (autodiff in Julia): https://youtu.be/vAp6nUMrKYg
5
Lecture 24/4/2024Derivatives and GradientsBracketing
Optional topics: Reverse Accumulation
6
Assignment4/5/2024Programming project 0
7
Week 2Lecture 34/9/2024Local DescentFirst-Order Methods
Optional topics: Nesterov Momentum, Adagrad, RMSProp, Adadelta, Adam, Hypergradient Descent
8
Lecture 44/11/2024Second-Order Methods (Dylan Asmar)Direct Methods
Optional topics: Divided Rectangles
9
Assignment4/12/2024Programming project 1
10
Week 3Lecture 54/16/2024Stochastic MethodsPopulation Methods
Optional topics: Natrual evolution strategies, covariance matrix adaptation, differential evolution, firefly, cuckoo
11
Lecture 64/18/2024ConstraintsReview
Optional topic: Augmented Lagrange
12
Assignment4/19/2024
Cheat sheet (not submitted or graded) + Quiz 0 (not graded)
13
Week 4Lecture 74/23/2024
Quiz 1 (covers Ch. 1-9, but not sections listed as "optional topics")
14
Lecture 84/25/2024
Linear Constrained Optimization (Josh Ott)
Bonus on Dantzig: https://www.snopes.com/fact-check/the-unsolvable-math-problem/
15
Assignment4/26/2024Project proposal
16
Week 5Lecture 94/30/2024Multiobjective Optimization
Optional topic: Preference elicitation
17
Lecture 105/2/2024Sampling PlansSurrogate Models
Optional topic: Quasi-random sequences, Bootstrap
18
Assignment5/3/2024Programming project 2
19
Week 6Lecture 115/7/2024Probabilistic Surrogate ModelsSurrogate Optimization
Optional topics: Gradient measurements, safe optimization
20
Lecture 125/9/2024Optimization Under UncertaintyReview
Optional topic: Information-Gap Decision Theory
21
Assignment5/10/2024Cheat sheet (not submitted or graded)
22
Week 7Lecture 135/14/2024
Quiz 2 (covers Ch. 10-17, but not sections listed as "optional topics")
23
Lecture 145/16/2024Discrete Optimization
Optional topic: Cutting planes
24
Assignment5/17/2024Final project status update
25
Week 8Lecture 155/21/2024Expression Optimization
Optional topic: Probabilistic prototype trees
26
Lecture 165/23/2024Multidisciplinary OptimizationCourse summary
Optional topic: Collaborative optimization
27
Assignment5/24/2024Programming project 3
28
Week 9Lecture 175/28/2024No class (work on projects)
29
Lecture 185/30/2024No class (work on projects)
30
Assignment5/31/2024Final project
31
Week 10Lecture 196/4/2024
No class (watch class presentations offline)
32
Lecture 206/6/2024No class
33
Assignment6/7/2024Peer review
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100