Course Information

• Instructor: Lijun Zhang (zlj@nju.edu.cn)

• Lectures: Fall 2020, Monday 16:00 - 18:00, 逸 B-101, Week:1-17 (for undergraduate students)

• Teaching Assistants:

  • Bo Xue (xueb@lamda.nju.edu.cn)

  • Quan Cheng (chengq@lamda.nju.edu.cn)

  • Wei Jiang (jiangw@lamda.nju.edu.cn)

References

The following resources may be used as references.

• Convex Optimization, Stephen Boyd and Lieven Vandenberghe (available online for free).

Assignment

• Notice

  • Submission Email: njuoptfall2019@163.com

  • The file you submit should be named as Name_Id_hw1.pdf, for example, 张三_111220001_hw1.pdf.

  • Please use the provided LaTeX file as a template. If you are not familiar with LaTeX, you can also use Word to generate a PDF file.

  • 如果熟悉Latex，可以直接用下面的Latex模板写作业；否则，可以用Word写作业，然后转换成PDF即可。
    

请同学们务必按照命名要求命名，邮件主题为文件名即可，比如张三_111220001_hw1.pdf

Lecture Notes

• Lecture 1 Introduction

  • Reference: Petersen and Pedersen. The Matrix Cookbook. Technical University of Denmark, 2012.

• Lecture 2 Mathematical Background

• Lecture 3 Convex Sets

• Lecture 4 Convex Functions I

• Lecture 5 Convex Functions II

• Lecture 6 Convex Optimization Problems I

• Lecture 7 Convex Optimization Problems II

• Lecture 8 Duality I

• Lecture 9 Duality II

• Lecture 10 Applications

• Lecture 11 Unconstrained Minimization I

• Lecture 12 Unconstrained Minimization II

Last updated: 2020-12-21 20:25 PM