EE364b: Lecture Slides and Notes

These slides and notes are from previous years and are very likely to change.

Lecture slides:

1. Subgradients (notes)

2. Subgradient methods (notes | matlab files)

3. Subgradient methods for constrained problems

4. Stochastic subgradient method (notes | matlab files)

5. Localization and cutting-plane methods (notes)

6. Analytic center cutting-plane method (notes | matlab files)

7. Ellipsoid method (matlab files)

8. Primal and dual decomposition (notes | matlab files)

9. Decomposition applications

10. Distributed optimization via circuits

11. Monotone operators

12. Monotone operator splitting methods (matlab files)

13. Alternating direction method of multipliers (ADMM)

14. Sequential convex programming (matlab files)

15. Conjugate-gradient method (matlab files)

16. Truncated Newton methods (matlab files)

17. methods for convex-cardinality problems (matlab files)

18. methods for convex-cardinality problems, part II (matlab files)

19. Model predictive control (matlab files)

20. Stochastic model predictive control

21. Branch-and-bound methods (notes | python files)

Additional lecture notes:

1. Notes on relaxation and randomized methods for nonconvex QCQP

2. Sum-of-squares (SOS) methods, by Sanjay Lall

3. Notes on convex-concave games and minimax

4. Numerical linear algebra software