There will be a problem session on Monday 3/5 on HW4 hints: same time same room, and a regular lecture on Friday 3/9 (post 2/28).
There will be a problem session the coming Friday 2/2 on HW2: same time same room.
There is no class or office hours on Monday 1/15 due to Martin Luther King, Jr., Day. OHs starts on Tuesday 1/16.
On the first day (1/8) of the class, one of TAs would go through relevant course logistics in class. There would be no class Wednesday 1/10 (Professor Ye would be at a conference in Mexico), but we would have two make-up classes on two Fridays 1/12 and 1/19.
Look forward to seeing and working with you all.
The lecture time is MW 11:30am-12:50pm, and 12:50 to 1:30 would be Q&A time.
There might be Extra Sessions (Problem Session, Make-Up Lectures) on some Fridays 11:30 AM - 12:50.
Welcome to CME307/MS&E311, 2018!
Check Course Information for the description of the course, and General Information of the logistics of the course.
Highlights of this year's topics/applications are Distributionally Robust Machine Learning, Economic/Game Computation, Online Pricing and Resource Allocation, Financial Techniques and Risk Management, Sparse and Low Rank Regression, Conic Optimization, Grpah
Realization, Markov Decision/Game Process, Steepest Descent Method, Accelerated Descent, BCD methods, SGD methods, ADMM methods, Interior-Point Methods, Lagrangian relaxations, Optimization with random samplings and column generation, and other fast Algorithms for nonlinear optimization with certain optimality guarantee...