Optimization Theory and Algorithm II / Fall 2022
Updates
- New Lecture is up: Lecture 14 Course Review
- New Lecture is up: Lecture 13 Alternating Deirection Method of Multipliers [notes]
- New Assignment released: [HW4]
- New Lecture is up: Lecture 12 Block Coordinate Descent [notes]
- New Lecture is up: Lecture 11 Federated Optimization [notes]
- New Lecture is up: Lecture 10 Stochastic Variance Reduced Gradient [notes]
- New Assignment released: [HW3]
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: B103 Main Building (主楼B103)
Date: 1st&2nd class, Mondays and 9&10th class, Thursdays, 09/05 - 10/24, 2022.
Teaching Assistants
Hao Di