MATH4230 - Optimization Theory - 2018/19

Course Name: 
Course Year: 


  • Course Outline [Download file]
  • There will be no tutorial class in the first week.
  • Midterm will be held at LSB LT4,1-2PM on Mar 6
  • Project Specification [Download file]
  • Final Exam : 7 May (Tue), 15:30-17:30, Sir Run Run Shaw Hall(Auditorium)

General Information


  • Prof. Zeng Tieyong
    • Email:

Teaching Assistant

  • Wong Hok Shing
    • Email:

Time and Venue

  • Lecture: Tue 2:30pm - 4:15pm, LSB LT4; 1:30pm - 2:15pm, LSB LT4
  • Tutorial: Wed 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.
  • Boris S. Mordukhovich, Nguyen Mau Nam An Easy Path to Convex Analysis and Applications, 2014

Pre-class Notes

Lecture Notes

Class Notes

Tutorial Notes



Useful Links

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Assessment Policy

Last updated: April 23, 2019 17:43:33