Week 
Date 
Topic 
Reading 
Assignment 
Scribe 
1 
2Apr 
Intro + Convex Set and Convex Function 
BV Ch.1, Ch.2, Ch.3 
HW1 out [pdf,data] 
[Scribe 1, latex] 

4Apr 
Convex Optimization Basics 
BV Ch. 4 


2 
9Apr 
No class, prof travelling 




11Apr 
No class, prof travelling 



3 
16Apr 
Gradient Descent 
BV Ch 9.19.4 
HW2 out [pdf,data] /
HW1 Due 
[Scribe 3, latex] 

18Apr 
Subgradient and subdifferential 
Boyd's subgradient notes 

[Scribe 4, latex] 
4 
23Apr 
Subgradient method and Proximal Gradient Descent (Part I)

Boyd's subgradient method notes 

[Scribe 5, latex] 

25Apr 
Proximal Gradient Descent (Part II)

Section 14 of Parikh and Boyd
)


[Scribe 6, latex] 
5 
30Apr 
Stochastic (sub)gradient methods

Section 15 of Boyd's SGD notes 



2May 
Duality

Lecture 11 and 12 of CMU 10725 
HW3 out [pdf,data] / HW2 due. 
[Scribe 8] 
6 
7May 
KKT conditions and its usage

Lecture 13 and 14 of of CMU 10725 
[Scribe 9, latex] 


9May 
Advanced topics: Modern Stochastic Methods 
[Johnson and Zhang (2013), Ghadimi and Lan (2013) 


7 
14May 
Intro to online learning: Learning from expert advice

Hazan Ch 1 

[Notes 11, latex] 

16May 
Online (Projected) Gradient Descent

Hazan Ch 3 
HW4 Out [pdf] / HW3 Due 

8 
21May 
No class, NeurIPS deadline 




23May 
No class, NeurIPS deadline




9 
28May 
Follow the Regularized Leader

Hazan Ch 5 

[Scribe 13, latex] 

30May 
Multiarmed Bandits

Hazan Ch 6.1  6.2 


10 
4Jun 
OCO with Bandits Feedback

Hazan Ch 6.36.5 
HW#4 due 
[Scribe 15, latex] 

6Jun 
Finish BCO, Summary and Generalizations (Adaptive regret, dynamic regret, MDP and beyond)

[Besbes et al. ( 2013,2014), [Chen et al. (2018)][Baby and Wang (2019)] 

[Scribe 16, latex] 