Course Information

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

• Lectures: Fall 2022, Thursday 14:00 - 15:50, 逸夫楼B-212

• Teaching Assistants:

  • Yutian Gou (gouyt@lamda.nju.edu.cn)

  • Yibo Wang (wangyb@lamda.nju.edu.cn)

  • Yuwei Hu (huyw@lamda.nju.edu.cn)

  • Wenhao Yang (yangwh@lamda.nju.edu.cn)

References

The following resources may be used as references.

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

Assignments (will be updated after the lecture)

• Notice

  • Submission Email: optfall2022@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.

  • Answers can be in Chinese or English; Answers can be written in LaTex, Word or by hand, but they need to be converted to PDF files when submitted.
    

• Homework 1 [hw1.pdf][hw1.tex], Due: Wednesday, Oct. 26, 23:59 (UTC+8).

• Homework 2 [hw2.pdf][hw2.tex], Due: Wednesday, Nov. 23, 23:59 (UTC+8).

• Homework 3 [hw3.pdf][hw3.tex], Due: Wednesday, Dec. 14, 23:59 (UTC+8).

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 modified: 2022-12-15