Optimization (MATH 164), Winter 2025.
This is the primary course website for Optimization (MATH 164), Spring 2024.
Announcements
- 01.13–01.17 Per the university guidelines, lectures this week will be online https://ucla.zoom.us/j/92041713708.
Lecture material
- Chapter 0: Introduction and Preliminaries
- Chapter 1: Gradient Descent, code.
- Chapter 2: Alternating Minimization
- Chapter 3: Linear Programming
- Chapter 4: Stochastic Gradient Descent
- Chapter 5: ADMM
- Chapter A: Convex analysis
Homework
There will be several assignments involving both theoretical and computational exercises. Submit through Bruin Learn.
- Homework 1, Deadline 01.24, wideMinima.py.
Course Information
Instructor
Ernest K. Ryu, Mathematical Sciences 7619B,
Office hours: Wednesday 11:00am–12:30pm
Teaching Assistant
Yunuo Chen 
Office hours: Thursday 1:00–2:30pm at MS 3957
Lectures
Monday, Wednesday, and Friday 10:00–10:50am at Mathematical Sciences 5118.
Exams
This class will have in-person midterm and final exams.
- Midterm exam: date and location TBD.
- Final exam: 03/20, 3:00–6:00pm, Location TBD.
Grading
Homework 30%, midterm exam 30%, final exam 40%.
Course Overview
Fundamentals of optimization. Linear programming: basic solutions, simplex method, duality theory. Unconstrained optimization, Newton method for minimization. Nonlinear programming, optimality conditions for constrained problems. Additional topics from linear and nonlinear programming.
Prerequisites
Enforced requisites: courses 115A, 131A. Not open for credit to students with credit for former Electrical Engineering 136. Basic knowledg of programming at the level of variables, loops, and functions is required.
Homework deadline and extensions
All homework deadlines are provided with blanket 48-hour extensions. That is, if an assignment is due on Friday, it can be submitted without penalty until Sunday.
Limitations on accommodations
The nature of this class makes it impossible for me to provide additional extensions to any homework beyond the automatic 48-hour homework extension provided to all students. If your CAE accommodation includes extra time to complete homeworks, and you are unable to meet a posted homework deadline, then you should speak with me during a class or office hour, and I will provide you with a reduced set of homework questions you may instead complete to receive full credit for the homework. I cannot guarantee that I will be able to respond in time to requests made over email or using Piazza. I am not able to provide a makeup midterm exam. If you miss the midterm exam for the class for an allowed reason, then your final exam grade will be increased to 65% of your final score. I cannot provide a makeup final exam for the class even if a student misses the final exam for an allowed reason.
Textbooks
This class will not use a textbook and will instead rely on my lecture slides.