Optimization Theory and Algorithm I / Spring 2021
Updates
- New Lecture is up: Lecture 16 Course Review
- New Lecture is up: Lecture 15 Unconstrained Optimization-Newton Method [notes]
- New Lecture is up: Lecture 14 Unconstrained Optimization-Accelerated Gradient Descent [notes]
- New Lecture is up: Lecture 13 Unconstrained Optimization-Proximal Gradient Descent III [notes]
- New Lecture is up: Lecture 12 Unconstrained Optimization-Proximal Gradient Descent II [notes]
- New Assignment released: [Homework 4]
- New Lecture is up: Lecture 11 Unconstrained Optimization-Proximal Gradient Descent I [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 A305
Date: 7th&8th class, Tuesdays and 3rd&4th class, Fridays, 04/27 - 06/18, 2021.
