MATH4230 - Optimization Theory - 2017/18
Prof. Zeng Tieyong
Time and Venue
- Lecture: Mon 1:30pm - 2:15pm, LSB LT4 Tue 8:30am - 10:15am, LST LT3
- Tutorial: Mon 12:30pm - 1:15pm, LSB LT4
Unconstrained and equality optimization models, constrained problems, optimality conditions for constrained extrema, convex sets and functions, duality in nonlinear convex programming, descent methods, conjugate direction methods and quasi-Newton methods. Students taking this course are expected to have knowledge in advanced calculus.
- S. Boyd and L. Vandenberghe, Convex Optimization, Cambridge University Press, 2004.
- D. Bertsekas, A. Nedic, A. Ozdaglar, Convex Analysis and Optimization, Athena Scientific, 2003.
- D. Bertsekas, Convex Optimization Theory, Athena Scientific, 2009.
- Convex Closed convex functions
- Notes of Nemirovski (with permission)
- Differentiable convex functions
Honesty in Academic Work
The Chinese University of Hong Kong places very high importance on honesty in academic work submitted by students, and adopts a policy of zero tolerance on cheating and plagiarism. Any related offence will lead to disciplinary action including termination of studies at the University. Although cases of cheating or plagiarism are rare at the University, everyone should make himself / herself familiar with the content of the following website:http://www.cuhk.edu.hk/policy/academichonesty/
and thereby help avoid any practice that would not be acceptable.
Assessment Policy Last updated: January 15, 2018 19:51:20