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DateLecture Topic 1Lecture Topic 2Due (Fridays at 5pm)
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Week 1Lecture 14/1/2023Introduction
Bonus (autodiff in Julia): https://youtu.be/vAp6nUMrKYg
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Lecture 24/6/2023Derivatives and GradientsBracketing
Optional topics: Reverse Accumulation
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Assignment4/7/2023Programming project 0
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Week 2Lecture 34/11/2023Local DescentFirst-Order Methods
Optional topics: Nesterov Momentum, Adagrad, RMSProp, Adadelta, Adam, Hypergradient Descent
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Lecture 44/13/2023Second-Order MethodsDirect Methods
Optional topics: Divided Rectangles
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Assignment4/14/2023Programming project 1
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Week 3Lecture 54/18/2023Stochastic MethodsPopulation Methods
Optional topics: Natrual evolution strategies, covariance matrix adaptation, differential evolution, firefly, cuckoo
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Lecture 64/20/2023ConstraintsReview
Optional topic: Augmented Lagrange
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Assignment4/21/2023Cheat sheet (not graded) + Quiz 0 (not graded)
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Week 4Lecture 74/25/2023
Quiz 1 (covers Ch. 1-9, but not sections listed as "optional topics")
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Lecture 84/27/2023
Linear Constrained Optimization (Esen Yel)
Bonus on Dantzig: https://www.snopes.com/fact-check/the-unsolvable-math-problem/
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Assignment4/28/2023Project proposal
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Week 5Lecture 95/2/2023Multiobjective Optimization
Optional topic: Preference elicitation
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Lecture 105/4/2023Sampling PlansSurrogate Models
Optional topic: Quasi-random sequences, Bootstrap
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Assignment5/5/2023Programming project 2
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Week 6Lecture 115/9/2023Probabilistic Surrogate Models (Josh Ott)Surrogate Optimization
Optional topics: Gradient measurements, safe optimization
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Lecture 125/11/2023Optimization Under UncertaintyReview
Optional topic: Information-Gap Decision Theory
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Assignment5/12/2023Cheat sheet (not graded)
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Week 7Lecture 135/16/2023
Quiz 2 (covers Ch. 10-17, but not sections listed as "optional topics")
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Lecture 145/18/2023Discrete Optimization
Optional topic: Cutting planes
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Assignment5/19/2023Final project status update
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Week 8Lecture 155/23/2023Expression Optimization
Optional topic: Probabilistic prototype trees
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Lecture 165/25/2023Multidisciplinary OptimizationCourse summary
Optional topic: Collaborative optimization
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Assignment5/26/2023Programming project 3
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Week 9Lecture 175/30/2023No class (work on projects)
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Lecture 186/1/2023No class (work on projects)
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Assignment6/2/2023Final project
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Week 10Lecture 196/6/2023
No class (watch class presentations offline)
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Lecture 206/8/2023No class
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Assignment6/9/2023Peer review
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