Optimization


Unit 1: Preliminaries and Derivatives

Unit 2: Unconstrained Optimization, Local Descent Methods

Unit 3: Beyond Local Optima

Unit 4: Optimization for Machine Learning

Unit 5: Constrained Optimization, Linear Programming

Unit 6: Sampling Methods

Unit 7: Discrete Optimization and Heuristics

All slides in one file

Announcements

Thu, Feb 19, 20:10, 2026

Added:

  • some typos have been corrected in slides from lec04 and lec05.
  • on this page a collection of all slides in one single file that will grow throughout the course.
  • changed title of first two units to better reflect the contents
  • to unit 1:
    • solutions of sheet 1
  • to unit 2:
    • sheet 2 and sheet 3
Tue, Jan 28, 17:10, 2025

The course starts Tuesday, February 3, 2026 in U141.

Explore this page and learn where to find things.

Under “Classes” you will find the units of the course. The material will be updated during the course.

The “Tutorials” are for self study and you can already work on them reviewing Python Programming and Calculus.