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Syllabus LAOP

This syllabus describes a new undergraduate course that provides a unified introduction to linear algebra and optimization. The course will cover the basics of linear algebra, including vectors, matrices, eigenvalues and singular values, with an emphasis on conceptual understanding rather than computational skills. Building on these linear algebra foundations, the course will then cover optimization topics such as convex optimization, linear and quadratic programming, gradient descent, and regularization. Throughout the course, applications in science and engineering that utilize these tools will be explored. The course will meet for lecture three times a week and have two weekly recitation sections. Assessment will include problem sets, mini-projects, pre-lecture quizzes, two midterms, and a final exam. Julia will be

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Alan Collins
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52 views

Syllabus LAOP

This syllabus describes a new undergraduate course that provides a unified introduction to linear algebra and optimization. The course will cover the basics of linear algebra, including vectors, matrices, eigenvalues and singular values, with an emphasis on conceptual understanding rather than computational skills. Building on these linear algebra foundations, the course will then cover optimization topics such as convex optimization, linear and quadratic programming, gradient descent, and regularization. Throughout the course, applications in science and engineering that utilize these tools will be explored. The course will meet for lecture three times a week and have two weekly recitation sections. Assessment will include problem sets, mini-projects, pre-lecture quizzes, two midterms, and a final exam. Julia will be

Uploaded by

Alan Collins
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Linear Algebra and Optimization

6.S084/18.061 - Fall 2022 - Syllabus

This is a new undergraduate course, presenting a unified introduction to linear algebra


and optimization.
We will not assume any prior knowledge of linear algebra and will start from the basics
including vectors, matrices, eigenvalues, singular values and least squares. We will somewhat
downplay solving examples by hand and will instead emphasize conceptual, geometric and
computational aspects.
Building on insights from linear algebra, we will then cover the basics of optimization
including convex optimization, linear/quadratic programming, gradient descent and regu-
larization. Throughout, we will explore a variety of applications in science and engineering
where the tools we have developed give powerful ways to learn from data.

Time and place:

Lecture: Monday, Wednesday and Friday 1PM-2PM (room 4-370).

Recitation: Tuesday and Thursday 10AM, 12PM, 1PM, 3PM. Changes, if any,
will be announced during the first week of classes.

Instructors:
Prof. Ankur Moitra, 2-472
e-mail: [email protected], https://people.csail.mit.edu/moitra/.

Prof. Pablo A. Parrilo, 32D-724


e-mail: [email protected], https://www.mit.edu/~parrilo.

Teaching Assistants: Shaden Alshammari, Neha Hulkund, Andrey Khesin, Morris Yau.

Prerequisites: MIT 18.02 (Multivariate Calculus)

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Bibliography: We will use a variety of book chapters and current papers. Many of these
are listed at the end of this syllabus.
Lecture notes: All handouts, including homework, will be posted in the Canvas website:

canvas.mit.edu/courses/16629

Computation: We will be using the Julia language (julialang.org) for computational


exercises. You can find a guide to getting started with Julia on the Canvas website.
Please install Julia in your computer during the first week of classes.
Attendance: Attendance at lecture will not be mandatory. However attendance at your
recitation will be mandatory. We will allow you three (3) unexcused absences from
recitation, and beyond that you must get an excuse from S 3 .
Assessment: Students will be expected to complete five problem sets (35%), two minipro-
jects (5% + 5%), and pre-lecture quizzes (5%). There will be two midterms (15% +
15%) and a final exam (20%). A calendar of assignment release/due dates and exams
can be found on Canvas.
Pre-lecture quizzes: After every lecture, we will post in Gradescope a mini-quiz, testing
some of the content of the lecture. For full credit, you must complete the quiz prior to
the beginning of the following lecture.
Homework: Problem sets will be handed out in an approximately biweekly basis; see cal-
endar for explicit dates. Homework must be submitted via Gradescope (see link in
Canvas), and will be due at the beginning of the lecture.
We expect you to turn in all completed problem sets on time. Submissions after the
stated deadline (but within 24 hours), will have a 10% penalty on the grade. After 24
hours, late homework will not be accepted, unless there is a prior arrangement.
Discussion forum: We will be using Piazza for class discussions. Rather than emailing
questions to the individual teaching staff, we encourage you to post questions on Piazza.

piazza.com/mit/fall2022/18c066s084/home

Collaboration policy: We encourage working together whenever possible: in the tutorials,


problem sets, and general discussion of the material and assignments.
Keep in mind, however, that for the problem sets the solutions you hand in should
reflect your own understanding of the class material. It is not acceptable to copy a
solution that somebody else has written.
Exams: The midterm exams will be on October 12th and November 14th, in the
evening. We will not have lecture or recitation those days.
The final exam will be scheduled by the registrar – we will let you know as soon as
that date is available.

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References
[BV18] Stephen Boyd and Lieven Vandenberghe. Introduction to applied linear algebra:
vectors, matrices, and least squares. Cambridge University Press, 2018.

[CEG14] Giuseppe Calafiore and Laurent El Ghaoui. Optimization models. Cambridge


University Press, 2014.

[Str16] Gilbert Strang. Introduction to linear algebra. Wellesley-Cambridge Press, 5th


edition, 2016.

[Str19] Gilbert Strang. Linear algebra and learning from data. Wellesley-Cambridge Press,
2019.

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