Lecture Materials

Material and many examples from Nick Henderson, Steven Diamond, and Stephen Boyd.

• Introduction
  • Time series smoothing IPython notebook
• Convex Sets, Functions, and Problems
  • Convex set examples
  • Sparse recovery LASSO
  • Image in-painting
  • Robust kalman filtering
• Least-squares and fitting
  • Least-squares
  • Huber
  • Exponential fit
  • Polynomial fit
• Support Vector Machines
  • SVM
• Gradient Descent
• Examples
  • Min-Max Games: Constrained Rock/Paper/Scissors
  • Guarding a Parade Route
  • Max Flow Problems in Graphs