Syllabus & Lectures
Syllabus

The most recent version of the syllabus can be found here (updated Nov 21, 2016).
Lectures
 Summer reading: Chapter 1 (Introduction), Boyd and Vandenberghe.
 Aug 25, 2016: Linear Algebra review
Chapter 2.1, Boyd and Vandenberghe. Video of lecture here (note: there is audio disturbance in the recording until 5 mins in, at which point it was rectified). Lecture notes here.  Aug 30, 2016: Affine sets, relative interior
Chapter 2.1, 2.2, Boyd and Vandenberghe. Video of lecture here (note: audio disturbance again, fixed for future lectures. Also voice and video of out sync this time, put in a request to have it fixed.). Lecture notes here.  Sep 1, 2016: Convex sets, cones, hyperplanes
Chapter 2.2, Boyd and Vandenberghe. Video of lecture here. Lecture notes here.  Sep 6, 2016: Polyhedra, operations preserving convexity of sets, generalized inequalities
Chapter 2.2, 2.3, Boyd and Vandenberghe. Video of lecture here. Lecture notes here.  Sep 8, 2016: Separating hyperplane theorem
Chapter 2.4, 2.5, 2.6, Boyd and Vandenberghe. Video of lecture here. Lecture notes here.  Sep 13, 2016: Dual cones
Chapter 2.5, 2.6, Boyd and Vandenberghe. Video of lecture here. Lecture notes here.  Sep 15, 2016: Convex functions, firstorder conditions
Chapter 3.1.13.1.3, Boyd and Vandenberghe. Video of lecture here. Lecture notes here.  Sep 20, 2016: Secondorder conditions, Jensen's inequality
Chapter 3.1, Boyd and Vandenberghe. Video of lecture here. Lecture notes here.  Sep 22, 2016: Operations which preserve convexity of functions
Chapter 3.2, Boyd and Vandenberghe. Video of lecture here. Lecture notes here.  Sep 27, 2016: Optimization problems
Chapter 4.1, Boyd and Vandenberghe. Video of lecture here. Lecture notes here.  Sep 29, 2016: Convex optimization problems
Chapter 4.2, Boyd and Vandenberghe. Video of lecture here. Lecture notes here.  Oct 4, 2016: Linear and quadratic programs
Chapter 4.24.3 , Boyd and Vandenberghe. Video of lecture here. Lecture notes here.  Oct 6, 2016: Secondorder cone programs, geometric programs, semidefinite programs
Chapter 4.34.4, Boyd and Vandenberghe. Video of lecture here. Lecture notes here.  Oct 11, 2016: Semidefinite programs
Chapter 4.62, Boyd and Vandenberghe. Video of lecture here. Lecture notes here.  Oct 13, 2016: Lagrange dual problem
Chapter 5.1, 5.2, Boyd and Vandenberghe. Video of lecture here. Lecture notes here.  Oct 18, 2016: Strong duality, Minimax theorem, optimality conditions
Chapter 5.2, 5.5, Boyd and Vandenberghe. Video of lecture here. Lecture notes here.  Oct 20, 2016: No class (Reading Days)
 Oct 25, 2016: Integer programs, introduction to approximation algorithms, start primaldual schema for Set Cover.
Chapters 12 and 15, Vazirani (Approximation Algorithms). There is unfortunately no video of this lecture. Lecture notes here.  Oct 27, 2016: Primaldual schema: An approximation algorithm for Set Cover. Start LP Rounding: A 3/4 approximation algorithm for MAXSAT.
Chapters 15 and 16, Vazirani (Approximation Algorithms). Video of lecture here. Lecture notes here.  November 1, 2016: Finish LP rounding for MAXSAT. Start SDP Rounding: A 0.878approximation algorithm for MAXCUT.
Chapter 26, Vazirani (Approximation Algorithms). Video of lecture here. Lecture notes here.  November 3, 2016: No class
 November 8, 2016: Finish SDP Rounding: A 0.878approximation algorithm for MAXCUT.
Chapter 26, Vazirani (Approximation Algorithms). Video of lecture here. Lecture notes here.  November 10, 2016: Sum of squares proofs and SDPs.
Barak and Steurer (SumofSquares Proofs and the Quest toward Optimal Algorithms). Video of lecture here. Lecture notes here.  November 15, 2016: Sum of squares proofs and SDPs, continued.
Barak and Steurer (SumofSquares Proofs and the Quest toward Optimal Algorithms). Video of lecture here. Lecture notes here.  November 17, 2016: Gradient descent.
Chapter 9.19.3, Boyd and Vandenberghe. Video of lecture here. Lecture notes here.  November 22, 2016: Newton's method.
Chapter 9.5, Boyd and Vandenberghe. Video of lecture here. Lecture notes here.  November 23, 2016: No class (Thanksgiving)
 November 29, 2016: Newton's method with equality constraints.
Chapter 10.1,10.2, Boyd and Vandenberghe. Video of lecture here. Lecture notes here.  December 1, 2016: Interior point methods: Barrier method.
Chapter 11.111.3, Boyd and Vandenberghe. Video of lecture here. Lecture notes here.