These lecture notes will be updated frequently, and may contain typographical or even factual errors.
Gradient methods (unconstrained problems) (last updated: 09/23)
Gradient methods (constrained problems) (last updated: 09/30)
Subgradient methods (last updated: 10/7)
Mirror descent (last updated: 10/23)
Proximal gradient methods (last updated: 10/23)
Accelerated gradient methods (last updated: 11/6)
Smoothing for nonsmooth optimization (last updated: 11/11)
Dual and primal-dual methods (last updated: 11/13)
Alternating direction method of multipliers (ADMM) (last updated: 11/18)
Stochastic gradient methods (last updated: 12/4)
Variance reduction for stochastic optimization (last updated: 12/9)
Quasi-Newton methods (last updated: 12/11)