Course Information

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

• Lectures: Fall 2021, Tuesday 10:10 - 12:00, 图书馆 127, Week:1-17 (for undergraduate students)

• 期末考试，时间：2022年1月9号，16:30 - 18:30，地点：仙II-303、仙II-304

• Teaching Assistants:

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

  • Zhenyao Zhang (zhangzhenyao@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: zhangzhenyao@lamda.nju.edu.cn

  • 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，可以直接使用提供的Latex模板，也可以使用Word写作业，然后将Word转换成PDF提交。
    

请同学们务必按照要求命名，提交PDF格式的文件，邮件主题同文件名即可，如张三_111220001_hw1。

Homework 3 is due Dec 20, at 11:59 PM.

• Homework 1 [hw1.pdf][hw1.tex]

• Homework 2 [hw2.pdf][hw2.tex]

• Homework 3 [hw3.pdf][hw3.tex]

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: 2021-12-22 14:52