Optimization (ACM 40990 and ACM 41030)
Description: For Optimization in Machine Learning (ACM 40990, Spring 2025), refer to the Brightspace page. For Optimization Algorithms (ACM 41030, Spring 2025), refer to this page.
Lecture Notes:
Course Documents:
Handwritten Lecture Notes:
Exercises #1: Line-search methods.
Code repository:
Exercises #2: Newton iteration and the Strong Wolfe Conditions.
Code repository:
Exercises #3: BFGS revisited and the Trust-Region Method.
Exercises #4: Global Optimization and Simulated Annealing
Code repository:
Exercises #5: Constraints (ACM 41030 only)
Exercises #6: More Constraints (ACM 41030 only)