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STAT 280: Schedule
Cong Ma, University of Chicago, Winter 2026
| Week | Date | Lec | Topic | Reading | Homework |
| 1 | Tue Jan 6 | 1 | Introduction to optimization; examples and scope | ODA Chapter 1 | |
| 1 | Thu Jan 8 | 2 | Optimality conditions for smooth unconstrained problems | NO Chapter 2 | |
| 2 | Tue Jan 13 | 3 | Convex sets: definitions and examples | CO Chapter 2 | |
| 2 | Thu Jan 15 | 4 | Convex sets and functions | CO Chapter 2 | |
| 3 | Tue Jan 20 | 5 | Convex functions | CO Chapter 3 | HW 1 due |
| 3 | Thu Jan 22 | 6 | Convex optimization problems | CO Chapter 4 | |
| 4 | Tue Jan 27 | 7 | SDP | | |
| 4 | Thu Jan 29 | 8 | Gradient descent | ODA Chapter 3 | |
| 5 | Tue Feb 3 | 9 | Midterm exam | | HW 2 due |
| 5 | Thu Feb 5 | 10 | Gradient descent and preconditioned GD | NO Chapter 4 | |
| 6 | Tue Feb 10 | 11 | Newton’s method | NO Chapter 5 | |
| 6 | Thu Feb 12 | 12 | Lagrangian and dual problems | | |
| 7 | Tue Feb 17 | 13 | Duality and KKT conditions | | HW3 due |
| 7 | Thu Feb 19 | 14 | Optimality conditions for constrained problems and projected GD | | |
| 8 | Tue Feb 24 | 15 | Projected gradient descent | | |
| 8 | Thu Feb 26 | 16 | Interior point methods | | |
| 9 | Tue Mar 3 | 17 | Nonconvex optimization | | HW4 due |
| 9 | Thu Mar 5 | 18 | Stochastic gradient descent and review | | |
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