MATH4230  Optimization Theory  2017/18
Announcement
 Midterm exam is schedule on Mar.06 in the usual lecture hall, covering material Chapter 1 and 3 in the book Convex Optimization Theory. The exam is for one hour.
General Information
Lecturer

Prof. Zeng Tieyong
 Email:
Teaching Assistant

Wang Chao
 Email:

Wang Xia
 Email:
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
Course Description
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 quasiNewton methods. Students taking this course are expected to have knowledge in advanced calculus.
Textbooks
 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.
Preclass Notes
Lecture Notes
 Notes of Stanford
 Notes of Nemirovski (with permission)
 Notes of MIT (with permission)
 Notes for Newtonâ€™s Method for Unconstrained Optimization (MIT)
Tutorial Notes
 Tutorial 1
 Tutorial 2
 Tutorial 3
 Tutorial 4
 Tutorial 5
 Tutorial 6
 Tutorial 7
 Tutorial 8
 Tutorial 9
 Tutorial 10
 Tutorial 11
 Tutorial 12
Solutions
Useful Links
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: April 17, 2018 10:00:15