2015/2016 Academic Year

Modern Optimization Methods for Big Data Problems (Spring 2016)

    Wednesdays: JCMB, Lecture Theatre C, 14:10-16:00 (lectures)
    Wednesdays: JCMB, Room 5205, 16:10-17:00 (lab)

If you are attending this course, please sign up for it in Learn - all materials (e.g., lecture notes, lab sheets, assignments, announcements, exercises) are being posted there.

13.1.2016 Lecture slides from Week 1
13.1.2016 Lab 1: Randomized Iterative Methods for Linear Systems
27.1.2016 Lecture slides from Week 3
27.1.2016 Lab 3: Randomized Coordinate Descent Methods with Arbitrary Sampling

Past

Game Theory (Fall 2010, 2011, 2012)
Discrete Programming and Game Theory (Fall 2010, 2011, 2012)
Optimization Methods in Finance (Spring 2012, 2013, 2014, 2015)
Deterministic Optimization Methods in Finance (Spring 2011, 2012, 2013, 2014, 2015)