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aims

AIMS South Africa Short Course on Optimization

cambridgeoptimisationcourse

2 week short-course taught for Cambridge CCIMI June 2018

convex-optimization-class

APPM 5630 at CU Boulder

exactlassolinesearch

Matlab code for an exact linesearch for LASSO problems

fastrpca

Matlab code for all variants of robust PCA and SPCP

l-bfgs-b-c

L-BFGS-B, converted from Fortran to C, with Matlab wrapper

ml-theory-class

Theoretical Machine Learning (APPM 4490) class, Spring 2022

numerical-analysis-class

Undergraduate numerical analysis, first semester, APPM 4650. University of Colorado Boulder

pytorch-quadconv-forked

Quadrature-based convolutions for deep learning on unstructured and non-uniform mesh data.

randomized-algorithm-class

Randomized algorithm class at CU

sparsifiedkmeans

KMeans for big data using preconditioning and sparsification, Matlab implementation. Aka k-means

ssc

Sparse Subspace Clustering (for linear and affine spaces)

stephenbeckr.github.io

svt

Singular Value Thresholding (legacy code)

time-series-class

MATH/STAT 4540/5540 Introduction to Time Series, spring 2022

time-varying

Code for time-varying optimization

tucker-tensorsketch

Code for our NeurIPS 2018 paper titled "Low-Rank Tucker Decomposition of Large Tensors Using TensorSketch"

zerosr1

Proximal gradient algorithm for convex optimization, using a diagonal +/- rank-1 norm