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