Course Information

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

• Lectures: Fall 2024, Tuesday 14:00 - 15:50, 逸夫楼B-101

• Teaching Assistants:

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

  • Danyue Li (lidy@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 (will be updated after the lecture)

• Notice

  • Submission Email: optfall24@163.com

  • The file you submit should be named as Id_Name_hw1.pdf, for example, 111220001_张三_hw1.pdf, the email subject should be the same.

  • 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完成作业，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111220001_张三_hw1。

• 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

Last updated: 2024-02-10 16:30