Course Syllabus: MATH 245A, Fall 2020

Instruction

Instructor: Jiawang Nie
Office: AP&M 5864.
Phone: (858) 534-6015.
Email: njw "AT" math . ucsd . edu.
Office hours: 1:00-1:50 & 5:00-5:30, MWF.

Lectures

Time: 4:00 pm - 4:50 pm on MWF
Location: remote instruction via zoom. The class notes are posted below.
  • Oct 02 on week #0.
  • Oct 05 Oct 07 Oct 09 on week #1.
  • Oct 12 Oct 14 Oct 16 on week #2.
  • Oct 19 Oct 21 Oct 23 on week #3.
  • Oct 26 Oct 30 on week #4.
  • Nov 02 Nov 04 Nov 06 on week #5.
  • Nov 09 on week #6.
  • Nov 16 Nov 18 Nov 20 on week #7.
  • Nov 23 on week #8.
  • Nov 30 Dec 02 Dec 04 on week #9.
  • Dec 07 Dec 09 on week #10.

    • TA Contact Info

    There is no TA assigned to this course.

    Course Description

    This graduate level course will focus on basic theory, algorithms and applications of convex analysis and optimization. The topic to be convered includes: basic theory of convex sets and convex functions, Lagrange duality theory, basic properties of convex optimization problems, applications and comptational methods for convex optimization.

    Prerequisite

    Basic training in real analysis and linear algebra, or consent by the instructor.

    Textbook

    There are no required textbooks. The recommended ones are Convex Optimization by Boyd and Vandenberghe, Lectures on Modern Convex Optimization by Ben-Tal and Nemirovski.

    Assignments

    Homework will be assigned regularly. Details about completing homework will be given in class.
  • Homework Assignment #1, due on 10/28/2020 (Solution)
  • Homework Assignment #2, due on 11/13/2020 (Solution)
  • Homework Assignment #3, due on 11/25/2020 (Solution)
  • Homework Assignment #4, due on 12/11/2020

    • Exams

    There is no exam scheduled for this course.

    Grading

    The grade will be based on the performance of completing homework assignments and attendance to classes.

    Academic Integrity

    Every student is expected to conduct themselves with academic integrity. Any kind of cheatings is not allowed in this course. Violations of academic integrity will be treated seriously.

    See UCSD Policy on Integrity of Scholarship.