Course Syllabus: MATH 245A, Winter 2023

Instruction

Instructor: Jiawang Nie

Office: AP&M 5864.

Phone: (858) 534-6015.

Email: njw "AT" math . ucsd . edu.

Office hours: 2:00-3:00 (Wednesdays, in zoom), 3:30-4:30 (Thursdays, in office), or aftter the lectures.

Lectures

Time: 5:00 pm - 6:20 pm on TuTh.

Location: APM B412.

TA Contact Info

Xiaomeng Hu: x8hu@ucsd.edu, OHs: 9:00-11:00am (Thursdays), in zoom through canvas.

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. Please write your names, ID nubmers, and section numbers on your homework.

Exams

There is no final 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.