Resources
| Topic | Slides and Notes | External References |
|---|---|---|
| Lecture1- Introduction | Slides || Lecture1- PCA | |
| Lecture2- Mathematical Concepts | Slides || Notes | |
| Lecture3- Jacobian and Hessian Matrices | Notes | |
| Lecture4- Convexity and Convex functions | Slides || ||Notes | |
| Lecture5&6- Taylor Approximation and Hessian Matrix | Notes | |
| Lecture7- Subgradients-I | Notes | |
| Lecture8- Subgradients-II | Notes | |
| Tutorial-I link | ||
| Lecture9-Gradient Descent - Line Search | Notes | |
| Lecture10-Gradient Descent - Backtracking | Notes | |
| Lecture11-Gradient Descent -Continued | Notes | |
| Tutorial-II link | ||
| Lecture12-Gradient Descent with Momentum-I | Notes | |
| Lecture13-GD with Momentum and Nestorev Accelerated Gradient Descent Method | Notes Convergence Analysis | |
| Lecture14- Stochastic Gradient Descent Method | Notes | |
| Lecture15- Adagrad, RMSProp and ADAM | Notes | |
| Tutorial-IIIlink | ||
| Lecture16- Bias Correction in ADAM | Notes | |
| Lecture17- Projection Gradient Descent | Notes | |
| Lecture18- Subgradient Method | Notes | |
| Lecture19,20 and 21- Application of Optimization Techniques- Adversarial Samples | Notes | |
| Lecture22- Second Order Gradient Descent Method-I | Notes | Notes |
| Lecture23- Second Order Gradient Descent Method-II | Notes | |
| Lecture24- Linear Programming-I | Notes | Notes External Material |
| Lecture23- Duality in Linear Programming-II | .. | Notes |
| Lecture24- Examples for Linear Programming | Notes | |
| Lecture25- Lagrange Multipliers | .. | |
| Lecture26- SVM Dual formulation | Notes | Notes |
Assignments
Midsem
Course Projects
Quiz Papers
Text books
- Boyd, Stephen, and Lieven Vandenberghe. Convex optimization. Cambridge university press, 2004.
- Yurii, Nesterov, Introductory lectures on convex optimization: a basic course. Kluwer Academic Publishers, 2004.
- Luenberger, D. G., and Y. Ye. Linear and nonlinear programming, Springer New York, 2008.
- Nocedal, Jorge, and Stephen Wright. Numerical optimization. Springer Science & Business Media, 2006.