Convex Optimization Reading Group Winter + Spring 2017
Organizer: Robbie Weber
Email: rtweber2 [at] uw [dot] edu
Reading groups are for students only, but are open to any interested UW student (just send Robbie an email).
Meetings: Normal meeting time for Spring will be Tuesdays at 2:30 in CSE 306.
We will primarily be following Bubeck 2015, where chapter x is denoted by Bx.
| Date | Topic | References | Speaker |
|---|---|---|---|
| 2/15 | Projected subgradient descent for Lipschitz functions | B3.1, John's notes | John |
| 2/22 | Gradient descent for smooth functions, strong convexity | B3.2, B3.4, John's notes | John |
| 3/1 | Conditional gradient descent, aka Frank-Wolfe | B3.3 | Krishna |
| 3/8 | Geometric descent, Nesterov's accelerated gradient descent | B3.6, B3.7 | Swati |
| 3/30 | Review, wrap-up of acceleration | B3 | Robbie |
| 4/4 | Mirror Descent | B4.1-4.3 | Becca |
| 4/11 | Lazy mirror desent | B4.3-4.4 | Jeffrey |
| 4/18 | Mirror Prox | B4.5-4.6 | Kellie |
| 4/25 | Linear Coupling | Allen-Zhu Orecchia Paper | Swati |
| 5/2 | Stochastic Gradient Descent | B6.1-6.2 | Rahul Kidambi |
| 5/9 | Sum of Smooth and Strongly Convex | B6.3 | Siva |
| 5/16 | Random Coordinate Descent | B6.4 | Harish |
| 5/23 | Interior Points I | B5.3.1-5.3.3, Robbie's notes | Robbie |
| 5/30 | Interior Points II | B5.3.4 - 5.3.6 | Alireza |