MATH4230 - Optimization Theory - 2017/18

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  • 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


  • Prof. Zeng Tieyong
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Teaching Assistant

  • Wang Chao
    • Email:
  • Wang Xia
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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 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.

Pre-class Notes

Lecture Notes

Tutorial Notes


Useful Links

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Assessment Policy

Last updated: April 17, 2018 10:00:15