SCPY408/630 Optimization and Inverse Problems


InstructorChaiwoot Boonyasiriwat
Class HoursMonday (9:00-12:00)
Assessmenthomework 60, project 40

Course Schedule

Date Topics
Jan 5, 2026 Introduction to inverse and optimization problems, linear regression [MP4] [PDF]
Jan 8, 2026 Introduction to deep learning, perceptron, neurons, activation functions, loss functions, simple linear regression, steepest descent method [MP4] [PDF]
Jan 12, 2026 Polynomial regression, multiple linear regression, metric space, normed space, inner product space, Hilbert space, Euclidean space, linear functional, Riesz representation theorem [MP4] [PDF]
Jan 15, 2026 Various spaces, Frechet and Gateaux derivatives, batch gradient descent (BGD), stochastic gradient descent (SGD), minibatch gradient descent (MGD) [MP4] [PDF]
Jan 19, 2026 Linear conjugate gradient, underdetermined linear system and a minimum-norm straint, Tikhonov regularization [MP4 (part 1),MP4 (part2)] [PDF]
Jan 26, 2026 Approximations in Hilbert spaces, methods for discretizing continuous problems, linear inverse problems governed by the Fredholm integral of first kind, singular value decomposition [MP4] [PDF]
Feb 2, 2026 Methods for choosing regularization parameters
Feb 9, 2026 Nonlinear least-squares, Gauss-Newton and Levenberg-Marquardt methods
Feb 16, 2026 Metaheuristics
Feb 23, 2026 Metaheuristics (continued)
Mar 9, 2026 Adjoint method
Mar 16, 2026 Case study: Kirchhoff migration
Mar 23, 2026 Case study: Computed tomography
Mar 30, 2026 Case study: first-arrival traveltime tomography
Apr 20, 2026 Case study: full-waveform inversion
May 11, 2026 Project presentation