ENGG 5501: Foundations of Optimization

2020-21 First Term


Announcements


General Information

  • Instructor: Anthony Man-Cho So (manchoso at se.cuhk.edu.hk)
  • Office Hours: By appointment and online until further notice
  • Lecture Time/Location:
    • Mondays 4:30pm - 6:15pm, onine via ZOOM
    • Wednesdays 3:30pm - 5:15pm, onine via ZOOM
  • Teaching Assistants:
    • Jiajin Li (jjli at se.cuhk.edu.hk)
      • Office Hours: By appointment and online until further notice
    • Yuen Man Pun (ympun at se.cuhk.edu.hk)
      • Office Hours: By appointment and online until further notice
    • Jiaojiao Zhang (jjzhang at se.cuhk.edu.hk)
      • Office Hours: By appointment and online until further notice
  • Online Q&A Forum: Follow this link.

Course Description

In this course we will develop the basic machinery for formulating and analyzing various optimization problems. Topics include convex analysis, linear and conic linear programming, nonlinear programming, optimality conditions, Lagrangian duality theory, and basics of optimization algorithms. Applications from different fields, such as combinatorial optimization, communications, computational economics and finance, machine learning, and signal and image processing, will be used to complement the theoretical developments. No prior optimization background is required for this class. However, students should have workable knowledge in multivariable calculus, real analysis, linear algebra and matrix theory.

Course Requirements

Homework sets (35%), midterm examination (30%), and final examination (35%).

General References

Handouts

Lecture Notes

Homework Sets


Last Updated: September 30, 2020