MATH4230 - Optimization Theory - 2020/21

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  • Course Outline [Download file]
  • Zoom Link:
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  • This is no Tutorial on Wednesday, Jan 13, 2020.
  • Arrangements for Online Classes and Online Examinations : Unless otherwise advised by the course teachers concerned with alternative arrangements, all online classes and online examinations will continue as scheduled under any weather conditions, including when Tropical Cyclone Warning Signal No. 8 or above and/or Black Rainstorm Signal is hoisted.
  • The midterm will be held online on 2 March (Tue), 14:30-15:45 (HKT)
  • The deadline for the submission of report is 1 April, 23:59 (HKT)
  • Project Specification [Download file]
  • The final will be held online on 30 April (Fri), 12:30-14:30 (HKT)

General Information


  • Prof. Zeng Tieyong
    • Email:

Teaching Assistant

  • Wong Hok Shing
    • Email:
  • Yuxiang Hui
    • Email:

Time and Venue

  • Lecture: Tue 2:30pm - 4:15pm; 1:30pm - 2:15pm
  • Tutorial: Wed 12:30pm - 1:15pm

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.


  • Boris S. Mordukhovich, Nguyen Mau Nam An Easy Path to Convex Analysis and Applications, 2013
  • D. Michael Patriksson, An Introduction to Continuous Optimization: Foundations and Fundamental Algorithms, Third Edition (Dover Books on Mathematics), 2020
  • D. Bertsekas, Convex Optimization Theory, Athena Scientific, 2009.


  • 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 Algorithms, Athena Scientific, 2015.

Pre-class Notes

Lecture Notes

Class Notes

Tutorial Notes



Useful Links

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Assessment Policy

Last updated: April 21, 2021 15:19:42