This is the course website for Mathematical and Numerical Optimization (최적화의 수학적 이론 및 계산), 3341.454, Fall 2022.
Weekly homework assignments should be submitted through eTL.
Ernest K. Ryu, 27-205,
Monday and Wednesday 5:00–6:15pm at 56-106.
This class will have hand-written (no computers) in-person midterm and final exams.
Homework 30%, midterm exam 30%, final exam 40%.
Good knowledge of advanced calculus, linear algebra, basic probability, and basic programming at the level of variables, loops, and functions is required. Background in (mathematical) analysis and measure-theoretic probability theory is helpful but not necessary.
We will use Convex Optimization by Boyd and Vandenberghe and Large-Scale Convex Optimization: Algorithms and Analyses via Monotone Operators by Ryu (myself) and Yin. You will have access to free (legal) electronic copies of both books.