Course Information

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

• Lectures: Fall 2020, Tuesday 16:10 - 18:00, 逸夫楼C-319 (for graduate students)

• Teaching Assistants:

  • Shiyin Lu (lusy@lamda.nju.edu.cn)

  • Yuanyu Wan (wanyy@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: opt4grad@163.com

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

  • 答题可以使用中文或英文；答题可以使用LaTex、Word或直接手写，但提交时需要转换为pdf文件
    

• Homework 1

• Homework 2

• Homework 3

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