Slides
The slides are posted after the material has been covered in class.
- (1/26) 00-Intro
- (2/2) 01-LPTheory (complete)
- (2/9) 03-IPTheory (complete)
- (2/23) 04-IndexFunds
- (3/2) 05-ConvexTheory
- (3/2) 05b-DualityKKT
- (3/9) 06-Unconstrained
- (3/16) 07-PortfolioOptimization
- (3/16) 08-EqualityConstrained
- (3/23) 09-InteriorPoint
- (4/6) 10-ConicOptimization
- (4/13) 11-StochasticOptimization
- (4/20) 12-StochasticGradientDescent