EE 5036 Optimization Methods

Spring 2020

Course Staff

Instructor:

Jay Cheng (鄭傑), Delta 811 (台達館 811), ext. 62207.

Lectures: M3M4R2, Delta 202 (台達館 202).

Office Hours: M1R1, after classes, or by appointment.

Teaching Assistants:

王俊詠 (s102032033@m102.nthu.edu.tw)

EECS 805 (資電館805), ext. 34154

TAs' Office Hours: W9

Announcements

The following schedule is subject to change as the course progresses, and you should come back frequently for the most recent update.

Midterm #1: April 7 (Tuesday), 7 pm@Delta 202, Chapters 1~2 of the classnotes

Textbook

1. Tom Apostol, Mathematical Analysis, 2nd ed. New York, NY: Pearson, 1974.

2. Roger Webster, Convexity. New York, NY: Oxford University Press, 1994.

References

1. Leonard D. Berkovitz, Convexity and Optimization in R^n. New York, NY: John wiley & Sons, 2002.

2. David G. Luenberger, Optimization by Vector Space Method. New York, NY: John wiley & Sons, 1969.

Course Descriptions

This course is an introduction to optimization and its applications.

Syllabus

1. The Euclidean space R^n

2. Point set topology, limits, continuity, and derivatives

3. Convex sets and convex functions

4. Convex optimization

Grading

Your grade = Exams (25%x3=75%) + In-class Q&A and presentation (25%)