MATH4230 - Optimization Theory - 2024/25

General Information

Lecturer

• Tan Xiaolu
  • Office: LSB227
  • Email:

Teaching Assistant

• Zeyu Li
  • Email:
• Shengze Xu
  • Email:

Time and Venue

• Lecture: Tuesday 10:30-12:15 (Mong Man Wai Bldg 710); Wednesday 16:30-17:15 (Wu Ho Man Yuen Bldg 506)
• Tutorial: Wednesday 17:30-18:15 (Wu Ho Man Yuen Bldg 506)

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

• D. Michael Patriksson, An Introduction to Continuous Optimization: Foundations and Fundamental Algorithms, Third Edition (Dover Books on Mathematics), 2020
• G. Lan, First-order and Stochastic Optimization Methods for Machine Learning, Spriner 2020.
• D. Bertsekas, Convex Optimization Theory, Athena Scientific, 2009.

Assessment Scheme

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.