Script (incl. detailed table of contents, all slides and exercises, and keyword index)

Latex Sources

Materials by week

slides exercises
Introduction & Orga Maths Check
Unconstrained Intro, Backtracking Line Search exercises
Newton Method exercises
Approximate Newton Methods, Non-Linear Mathematical Programs & KKT exercises
Log Barrier, Augmented Lagrantian exercises
Lagriangian exercises
Convex Optimization exercises
Implicit Functions & Differentiable Optimization exercises
(Appendix)  
Stochastic Gradient exercises
Derivative Free, Stochastic Search & EDAs exercises
Bayesian Optimization exercises
(No Free Lunch), (Optimization & RL)