MATH4230 - Optimization Theory - 2019/20

Course Name: 
Course Year: 
2019/20
Term: 
2

Announcement

  • Course Outline [Download file]
  • There will be no tutorial class in the first week.
  • Project Specification [Download file]
  • The midterm will be held online on 25 March (Wed), 13:00-13:45
  • There will be no final exam. The following assessment scheme will be adopted: Exercise: 20%, Midterm: 30%, Project: 50%
  • The deadline for the submission of report will be postponed to 11 May, 23:59 (HKT)
  • No class during Reading Week

General Information

Lecturer

  • 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.


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.
  • Boris S. Mordukhovich, Nguyen Mau Nam An Easy Path to Convex Analysis and Applications, 2013
  • D. Bertsekas, Convex Optimization Algorithms, Athena Scientific, 2015.

Pre-class Notes


Lecture Notes


Class Notes


Tutorial Notes


Assignments

  • Exercise 1
  • Exercise 2 (Q3 Modified)
  • Exercise 3
  • Exercise 4
  • Exercise 5
  • Exercise 6
  • Exercise 7
  • Exercise 8
  • Exercise 9
  • Exercise 10

Solutions

  • Solution 1
  • Solution 2
  • Solution 3
  • Solution 4
  • Solution 5
  • Solution 6
  • Solution 7
  • Solution 8
  • Solution 9
  • Solution 10

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: January 04, 2021 10:35:00