MATH6231 - Topics in Optimization Theory I - 2018/19

Course Year: 

General Information


  • Tan
    • Office: 223
    • Email:

Time and Venue

  • Lecture: Tuesday 14:30-17:15 Lady Shaw Bldg 222

Course Description

I. (Static) Optimisation under constraint

II. Dynamic optimisation: discrete time case

III. Dynamic optimisation: continuous time case

III.1. Calculus of variations

III.2. Dynamic programming

III.3. Pontryagin's maximum principle


  • Convex Analysis and Optimization by D.P. Bertsekas, A. Nedic and A. E. Ozdaglar
  • Dynamic Programming and Optimal Control Volume I by D.P. Bertsekas

Assessment Scheme

Midterm Examen 50%
Final Project 50%

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:

and thereby help avoid any practice that would not be acceptable.

Assessment Policy

Last updated: January 08, 2019 14:25:22