This is the course website for Mathematical and Numerical Optimization (최적화의 수학적 이론 및 계산), 3341.454, Fall 2020.
Weekly homework assignments should be submitted through eTL.
Ernest K. Ryu, 27-205, .
Tuesdays and Thursdays 2:00–3:15 pm over Zoom. Live (online) attendance is required. Meeting link and the password are available on eTL.
The midterm and final exams will be take home exams.
Attendance 10%, homework 20%, 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 the draft of Large-Scale Convex Optimization via Monotone Operators by Ryu and Yin. You will have access to free (legal) electronic copies of the books, so there is no need to purchase them.