(2023-2) Convex Optimizations (MOBL060004)
Information
- Time and location:
- Tuesday 2-4 (10:00 - 12:50, 3 hrs) at N5 511
- Lecturer: Jihwan Moon
- Office Hour: TBD at N4 311
- Textbook:
- “Nonlinear Programming (3rd edition)”
- Author: Mokhtar S. Bazaraa, Hanif D. Sherali, C. M. Shetty
- Publisher: John Wiley & Sons, May 2006.
- “Nonlinear Programming (3rd edition)”
Grading
| Attendance | Homeworks | Midterm exam | Final exam |
|---|---|---|---|
| 20 % | 20 % | 30 % | 30 % |
- Policies:
- Attendance
- More than 75 % attendance of the total hours in the semester required
- One tardy equivalent to a half attendance
- e.g.) Tardy on 2-hour class = 1-hour attendance
- Homework
- Practice problems
- In-class quizzes
- No late submission allowed
- Midterm exam
- Written exam
- Final exam
- Written exam
- Attendance
Schedule
(subject to change)
| Week | Topic | Reading |
|---|---|---|
| Week 1 | Summary of convexity, optimality conditions, and duality | Appendix B |
| Week 2 | Unconstrained optimization | Chapter 8 |
| Week 3 | Unconstrained optimization | Chapter 8 |
| Week 4 | Unconstrained optimization | Chapter 8 |
| Week 5 | Unconstrained optimization | Chapter 8 |
| Week 6 | Unconstrained optimization | Chapter 8 |
| Week 7 | Midterm | |
| Week 8 | Penalty and barrier functions | Chapter 9 |
| Week 9 | Penalty and barrier functions | Chapter 9 |
| Week 10 | Penalty and barrier functions | Chapter 9 |
| Week 11 | Methods of feasible directions | Chapter 10 |
| Week 12 | Methods of feasible directions | Chapter 10 |
| Week 13 | Methods of feasible directions | Chapter 10 |
| Week 14 | Methods of feasible directions | Chapter 10 |
| Week 15 | Final |