These notes are supplementary material to a short undergraduate “crash course” I am teaching in January and February of 2026. The topic is first-order continuous optimization, with a focus on the fundamentals for splitting algorithms and Frank-Wolfe algorithms. These notes are not meant to be used as a standalone resource. Please cite peer-reviewed material. Please send me typos and errors via e-mail. If you would like feedback on the homework exercises, please drop them off at my office (Roop 310).
A crash course
on first-order continuous optimization
Spring 2026