Introduction to Optimization Theory

MS&E213 / CS269O - Spring 2017
Aaron Sidford (sidford@stanford.edu)

Welcome
This page has the content from the course Introduction to Optimization Theory (MS&E213 / CS 269O) which I taught in Spring 2017. Here you can find the syllabus, lecture notes, and more. The Piazza page for class discussion is no longer active, but if you have questions about the content, please feel free to email me directly. I hope you enjoy the content as much as I enjoyed teaching the class.

Course Overview
This class will introduce the theoretical foundations of continuous optimization. Starting from first principles we show how to design and analyze simple iterative methods for efficiently solving broad classes of optimization problems. The focus of the course will be on achieving provable convergence rates for solving numerous complex large-scale problems. For more information about the course see the syllabus.

Quick Course Details:

Email: sidford@stanford.edu

Lecture Notes

Here are the links for the course lecture notes. Feedback is welcome and if there is anything that is unclear or you would like added, please feel free to contact me. My apologies in advance for missing citations and references; these will be added over time in future course offerings

Lecture Schedule

Here is the tentative schedule of material for the course. This will be updated to reflect what we actually cover.

Week 1

Week 2

Week 3

Week 4

Week 5

Week 6

Week 7

Week 8

Week 9

Week 10

 

Additional References

The material in the lecture notes is based primarily on my own experience with optimization and the following two texts:

Additional resources that may be helpful include the following: