MATH4230 - Optimization Theory - 2017/18

Course Name: 
Optimization Theory
Teacher: 
Prof. Tieyong ZENG
Course Year: 
2017/18
Term: 
2

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 quasi-Newton 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.

Pre-class Notes


Lecture Notes


Tutorial Notes


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