Sparse Optimization, July 2013

Instructor: Wotao YIN
Teaching assistants: Wei SHI and Kun YUAN
Time: 9:00 am - 12:00 noon (except 9:45 am for July 3)
Dates: July 3/4/5, 10/11/12, 17/18/19, and 24 (possibly extending to July 25/26)


  • Numerical linear algebra

  • Multivariate calculus

  • Basic knowledge of linear or convex optimization (see Links for resources)


  • Latex (required for online discussions and final project)

  • Matlab (can code in Matlab free of errors)

  • Attendance (actively participate classroom and piazza discussions), scribe a lecture in latex (2-3 hours are assigned to each student)

  • Assignments (turn them in on time; no extensions will be granted, and late submissions will not be accepted)

  • Final project (form a group including 2 or 3 students, review the background, challenge an open problem, prepare a latex presentation)

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