ESE 415-Optimization

Description

The course has (loosely) three sections:

• Weeks 1-3: Foundations 

• Weeks 4-10: Unconstrained optimization

• Weeks 11-15: Constrained optimization

Timings

• Lecture: MW 10-11:20am in Whitaker 100.

• Office hours: Tu 4-5pm, W 11:30am-12:30pm in Green 2155.

I'll often offer additional office hours (e.g. around exams) to accommodate schedule conflicts with the regular times.

Recitation

This course has four AIs. Their weekly recitations and Piazza office hours are as follows:

• Yuxiao Wang

  • Recitation: Th 11-12, Green 2120A

  • Piazza OH: M 4-5pm

• Mae Martel

  • Recitation: F 12-1pm, Green 2120A

  • Piazza OH: W 1-2pm

• Dylan Mack

  • Recitation: F 1-2pm, Green 2120A

  • Piazza OH: F 3-4pm

• Julia Tompkins

  • Recitation: F 2-3pm, Green 2120A

  • Piazza OH: Su 3-4pm

Recitations are weekly starting 1/22.

Resources

The main resource for the course is: 

• Optimization, U. S. Kamilov (uploaded to Canvas)

You may also find the following resources helpful:

• Linear and Nonlinear Optimization, I. Griva, S.G. Nash, A. Sofer (freely accessible online)

• Optimization for Machine Learning, E. Hazan (arXiv)

Assessment

• Participation (10%)

• Homework (50%)

• Exam #1 - in-class 3/6 (20%)

• Exam #2 or Project - exam in-class 4/24, project due 4/26 (20%)

Participation: This includes actively engaging in class discussion, completing biweekly reading quizzes, and monthly self-reflections.

Completion: I will allow for one missed homework, two missed reading quizzes, and one missed reflection without impacting your grade. After this point, each missed reflection or reading quiz counts as -1% of your grade down to a minimum of 0%.

Virtual testing: I will offer a virtual option for exams in circumstances such as quarantine due to sickness, potential exposure to covid-19, or personal emergency.

Late submission: The project and homeworks are due at 11:59pm. They can still be submitted until 1am the next day but will receive a 10% penalty (applied to the grade they receive, so if you score 90% it will count as 81%).

Resurrection final: We will use a resurrection final in this course. This means that we will calculate two grades:
- G1 = grade calculated as above
- G2 = grade calculated with exam #1 counting 0% and exam #2 / project counting 40%
Your final grade will be max(G1, G2).

Makeups: Because of the features above I don't allow for makeups under any circumstances.

Project: See here for some ideas.

Praxis: Each homework contains a 'praxis prompt' where you will practice an additional academic skill: communication (via recording a video solution to one problem), collaboration (partnering with someone else to complete a problem and providing feedback), education (preparing a mock lesson plan to explain a concept).

European grading scale: Grades will be allocated according to the scale

~90% A+ 70% A 60% B 50% C 40% D

Integrity

• Attempting to cheat in this course is unacceptable and will be strongly penalised. A first offense will be penalised with a zero grade on the relevant piece of assessment. A second offense will be penalised with an immediate fail grade.

• Collaboration is permitted (actually encouraged!) on homework assignments, however each student must write up solutions in their own words.  Please write the names of any other students you have collaborated with at the top of each assignment. Significant similarities between submissions from different students that fail to mention any collaboration counts as an act of cheating and will be penalised as such.