CO 367 - Nonlinear optimization

Laurent Poirrier - Fall 2018

Info

Lectures: MWF 1:30pm
Room: PHY 145
Course outline.
Office hours: Monday 2:30pm – 3:20pm, or by appointment, in MC 6318.

Assignments

Homework 1: questions, solutions, due October 5th 2018, 1:30pm.
Homework 2: questions, solutions, due November 12th 2018, 1:30pm.
Homework 3: questions, solutions, due December 3rd 2018, 1:30pm – extended deadline: December 7th, 1:30pm.

Exams

Midterm 1: Friday, October 12th 2018, 1:30pm – 2:20pm (50 min), PHY 145, solutions.
Midterm 2: Monday, November 12th 2018, 1:30pm – 2:30pm (50 min), PHY 145, solutions.
Final: Friday, December 14th 2018, 12:30pm – 3pm (duration: 2h30), MC 4045.

Practice midterms and practice final

Practice midterm 1: questions.
Practice midterm 2: questions.
Practice final: questions.

Numerical exercises

If you need numerical examples for positive semidefinite matrices and convex functions, you can try these exercises. Note that exam questions will be theoretical and not similar to these numerical exercises.

The material covered in the lectures about neural networks comes from this paper (pdf).