Course Information

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

• Lectures: Fall 2019, Wednesday 10:00 - 12:00 AM, 仙 2-420 (for undergraduate students)

• 期末考试，时间：2019年12月30号，上午8:00 - 10:00，地点：逸B-212

• Teaching Assistants:

  • Bo Xue (xueb@lamda.nju.edu.cn)

  • Yimu Wang (wangym@lamda.nju.edu.cn)

  • Quan Cheng (chengq@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。
    

Homework 3 is due Dec 11, 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 I

• Lecture 11 Applications II

• Lecture 12 Unconstrained Minimization I

• Lecture 13 Unconstrained Minimization II

Last updated: 2019-12-26 15:25 PM