This is the course website for Mathematical and Numerical Optimization (최적화의 수학적 이론 및 계산), 3341.454, Fall 2021.
Weekly homework assignments should be submitted through eTL.
Ernest K. Ryu, 27-205,
Lecture time and format TBD.
This class will have hand-written (no computers) in-person midterm and final 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 Large-Scale Convex Optimization via Monotone Operators by Ryu (myself) and Yin. You will have access to free (legal) electronic copies of both books, so there is no need to purchase them.