STANFORD DDA4300/CME307/MS&E311
Optimization in Data Science and Machine Learning
Winter 2021-2023

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CME307/MS&E311
Since 2010
Handouts

Title Last Updated
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