Optimization Theory and Algorithm II / Fall 2021
Updates
- New Lecture is up: Lecture 15 Course Review
- New Lecture is up: Lecture 14 Alternating Deirection Method of Multipliers [notes]
- New Lecture is up: Lecture 13 Stochastic Variance Reduced Gradient and Block Coordinate Descent [notes]
- New Assignment released: [Homework 4]
- New Assignment released: [Homework 3]
- New Lecture is up: Lecture 12 Federated Optimization [notes]
- New Lecture is up: Lecture 11 Stochastic Gradient Descent II [notes]
Course Description
This course is to present the basic theories and algorithms in optimization fields for undergraduate students at School of Management, Xi'an Jiaotong University. The aim is to give students a thorough understanding of how to constructe algorithms for solving optimization problems, and how to develop theories to analyze optimization problems and corresponding algorithms.
Optimization is a special field that is built on three interwined pillars:
- Models give rise to optimization problems.
- Algorithms solve optimization problems.
- Theoretical foundations support algorithms and models.
Optimization = Modeling + Algorithm + Theory
Location: Main Building of Management School, 333
Date: 1st&2nd class, Wednesdays and 7&8th class, Fridays, 09/15 - 11/05, 2021.
