MATH 6880-04, MATH 7875-17 — Advanced Optimization
Spring 2022
| Instructor: |
Akil Narayan |
| Email: |
akil sci.utah.edu |
| Office phone: |
+1 801-581-8984 |
| Office location: |
WEB 4666, LCB 116 |
| Office hours: |
TBA |
| Class meeting time: |
Tuesday, Thursday 3:40pm - 5:00pm |
| Class meeting location: |
AEB 360 |
Descent-based methods (quasi-Newton, stochastic, and accelerated variants); regularization, relaxation, and alternation in optimization; convex feasibility and best approximation; non-negative/bounded-variable least squares and matrix factorization; convex optimization (duality, subgradients, interior point methods, linear, quadratic, and conic programming)
The course syllabus is here: PDF
In-class presentations have schedule below.
NOTE: Regardless of presentation format (virtual or in-person), I will be present in AEB 360 during class time (hence all presentations are hybrid). All presentations, virtual or in-person, will be broadcast over Zoom, but will not be recorded.
| Presenter |
Date |
Format |
Resources |
Topic |
| Michael N. |
Tuesday, March 15 |
In-person |
[1] |
Spectral clustering |
| Justin B. |
Thursday, March 17 |
In-person |
|
Optimal transport and Fourier-Motzkin |
| Guang Y. |
Tuesday, March 22 |
Virtual |
[1] |
Bayesian inverse problems |
| Cory R. |
Thursday, March 24 |
In-person |
[1] |
The expectation-maximization algorithm |
| Kyle A. |
Tuesday, March 29 |
Virtual (Zoom) |
[1] |
Normalized cuts and image segmentation |
| Tyler S. |
Thursday, March 31 |
In-person |
[1] |
Latent Dirichlet Allocation and applications of Variational Bayesian methods |
| Corbin B. |
Tuesday, April 5 |
In-person |
[1], [2] |
PDE constrained optimization (control and reduced order modeling) |
| Alex F. |
Thursday, April 7 |
In-person |
[1] |
Convex relaxation and applications to power systems |
| NO CLASS |
Tuesday, April 12 |
|
|
|
| Griffin T. |
Thursday, April 14 |
Virtual |
|
Robotics and trajectory optimization |
| Zhonggan H. |
Tuesday, April 19 |
In-person |
[1] |
Optimal transport with proximal splitting |
| Preston M. |
Thursday, April 21 |
Virtual |
[1] |
PDE constrained optimization (optimal solvers) |
| Iain L. |
Tuesday, April 26 |
Virtual |
|
Robotics and trajectory optimization |
Miscellaneous handouts
The following are various relevant handouts.
|
Description
|
Posting date
|
Download
|
|
Project information and a non-comprehensive list of papers
|
February 14, 2022
|
PDF
|
|
Slides: Preliminaries
|
January 14, 2022
|
PDF
|
|
Slides: Optimization basics
|
January 14, 2022
|
PDF
|
|
Slides: Convexity
|
January 20, 2022
|
PDF
|
|
Slides: Linear algebra
|
January 27, 2022
|
PDF
|
|
Slides: Examples, I
|
February 1, 2022
|
PDF
|
|
Slides: Examples, II
|
February 3, 2022
|
PDF
|
|
Descent algorithms, part I, Draft 1 (first half of slides, marked)
|
February 21, 2022
|
PDF
|
|
Descent algorithms, part I, Draft 2 (complete slides, second half marked)
|
February 21, 2022
|
PDF
|
|
Descent algorithms, part II
|
February 22, 2022
|
PDF
|
|
Regularization and relaxation
|
March 2, 2022
|
PDF
|
|
Alternation, I
|
March 2, 2022
|
PDF
|
|
Alternation, II
|
March 4, 2022
|
PDF
|
|