Lecture Information
Tue 13:00-14:35 at Wenshi Building 211

Grading
Your grade will be determined by assignments (40%) and a project (60%).

Teaching Staffs

• Instructor: Cheng Chen, 201E Math Building, chchen@sei.ecnu.edu.cn

• Teaching Asistant: Zicheng Hu (51275902019@stu.ecnu.edu.cn); Tingkai Jia (51275902086@stu.ecnu.edu.cn)

References

• Amir Beck. First-Order Methods in Optimization. MOS-SIAM Series on Optimization, 2017.

Schedule

Date	Topic	Slides	Homework	Material
9.24.	Introduction; Basic mathematics	Lecture 1	-	Notes 1
10.8.	Matrix calculus; Convex set	Lecture 2	problems, solution	Notes 2
10.15.	Convex function; Subgradient	Lecture 3	problems, solution	Notes 3
10.29.	Gradient descent; smoothness and strongly convex	Lecture 4	problems solution	Notes 4
11.5.	More on gradient descent	Lecture 5	problems solution	Notes 5
11.12.	Projected gradient descent	Lecture 6	problems	Notes 6
11.19.	Subgradient descent	Lecture 7	problems