MS&E314 (formally CME307/MS&E311)
Since 2010
Handouts |
| Title | Last Updated |
| Second Order Optimization Algorithms IV: Homogeneous Second-Order Descent Method for Unconstrained Smooth
Optimization | March 7, 2024 |
| Second Order Optimization Algorithms III: Primal-Dual Potential-Reduction and
Infeasibility/Unboundedness Detection | March 6, 2024 |
| Second Order Optimization Algorithms II: Homotopy/Path-Following Algorithms | March 6, 2024 |
| Second Order Optimization Algorithms I | March 6, 2024 |
| Dual/Lagrangian Methods for Constrained Optimization | February 28, 2024 |
| Primal-Dual Hybrid Gradient (PDHG) Method for LP | February 21, 2024 |
| Randomized Block Coordinate and Stochastic (Sub-)Gradient Methods | February 7, 2024 |
| First-Order Constrained Optimization Algorithms | February 7, 2024 |
| First-Order Optimization Algorithms | February 7, 2024 |
| Zero-Order Optimization Algorithms | February 5, 2024 |
| Lagrangian Dual Interpretations and Duality Applications | February 5, 2024 |
| Mathematical Optimization Model/Theory Review II | February 5, 2024 |
| CLP Dual Interpretations and Duality Applications | February 1, 2024 |
| Mathematical Optimization Model/Theory Review I | January 7, 2024 |
| Mathematical Optimization Models and Applications II | January 3, 2024 |
| Mathematical Optimization Models and Applications I | January 3, 2024 |
| Lecture 16 : CME307/MS&E311 Optimization Algorithm Review and Project Discussions | August 1, 2022 |
| Lecture 15 : Solving Nonconvex QCQP: Convex-Relaxation then Local Refinement | 3/16/2021 |
| Lecture 14 : Randomized Block Coordinate and Stochastic Gradient Decent Methods | 3/12/2021 |
| Lecture 13 : Second Order Optimization Algorithms II: Interior-Point Algorithms | 3/8/2022 |
| 2015 Lecture 13 : Second Order Optimization Algorithms I | Repost 7/31/2022 |
| Lecture 12 : Second Order Optimization Algorithms I | 7/20/2022 |
| Lecture 11: Dual/Lagrangian Methods for Constrained Optimization | 2/24/2022 |
| Lecture 10 : More First-Order Optimization Algorithms | 2/18/2022 |
| Lecture 9 : Zero-Order and First-Order Optimization Algorithms I | 2/16/2022 |
| CME307/MS&E311 Optimization Model-Theory Review Summary | 2/22/2021 |
| Lecture 8 : Lagrangian Duality Theory | 2/10/2022 |
| Lecture 7 : Optimality Conditions for General Constrained Optimization | 2/8/2022 |
| Lecture 6 : Optimality Conditions for Nonlinear Optimization | 2/3/2022 |
| Lecture 5 : Support-Size and Rank of CLP Solutions and Applications | 1/30/2022 |
| Lecture 4 : Conic Duality Theorems and Applications | 1/20/2022 |
| Lecture 3 : Elements of Convex Analyses and Conic Duality | 1/15/2022 |
| Lecture 2 : Math Preliminaries | 1/10/2022 |
| Lecture 1 : Mathematical Optimization Models and Applications | 1/5/2022 |
| Suggested Project #4 (pdf) | February 18, 2022 |
| Suggested Project #4 (tex) | February 18, 2022 |
| Suggested Project #3 (pdf) | February 11, 2022 |
| Suggested Project #3 (tex) | February 11, 2022 |
| Suggested Project #2 (pdf) | Jan. 18, 2022 |
| Suggested Project #2 (tex) | Jan. 18, 2022 |
| Suggested Project #1 (pdf) | Jan. 17, 2022 |
| Suggested Project #1 (tex) | Jan. 17, 2022 |
| Lecture 18 : CME307/MS&E311 Optimization Algorithm Summary | March 13, 2018 |
| Lecture 17 : Project Discussions | March 11, 2018 |
| 2017 Lecture 13 : Second Order Optimization Algorithms I | February 20, 2017 |
| Suggested Project #3 | February 20, 2017 |
| Suggested Project #2 | February 13, 2017 |
| Suggested Project #1 | February 5, 2017 |
| Solvers in Matlab | March 13, 2012 |
| Exchage Market Material I | January 29, 2010 |
| Exchage Market Material II | January 29, 2010 |
| Core Reading Material | January 29, 2010 |
| Supplement Note: Proofs of Conic LP Duality | February 6, 2008 |
| Fisher Price Solver | February 14, 2007 |
| Example Demonstration in Excel | January 13, 2007 |
| Supper-Ball Auction | January 20, 2006 |
| Matlab solvers for linearly constrained convex programing | February 27, 2005 |
| Supplement Note: Alternative Systems | January 26, 2005 |
| Early class note by Prof. Cottle | November 25, 2004 |
