Course Syllabus: MATH 245B, Winter 2017

Instruction

Instructor: Prof. Jiawang Nie
Office: AP&M 5864.
Phone: (858) 534-6015.
Email: njw "AT" math dot ucsd dot edu.
Office hours: 3:30 - 4:30 pm, Mondays and Fridays.

Lectures

Time: 2:00 - 2:50 pm, MWF
Location: AP&M B412

TA Contact Info

There is no TA for this course.

Course Description

This course will focus on some convex analysis and optimization theory. The topic to be convered includes: convex optimization, linear conic optimization, linear programming, second order cone programming, semidefinite programming, duality theory, numerical methods for convex optimization, saddle point and min-max theory.

Prerequisite

Consent by Instructor.

Textbook

The recommended textbook is Lectures on Modern Convex Optimization by Ben-Tal and Nemirovski.

Homework Assignments

Homework will be assigned and collected in class.
  • Homework Assignment #1, due on 2/10/2017
  • Homework Assignment #2, due on 3/03/2017
  • Homework Assignment #3, due on 3/17/2017
  • Please write your names, ID nubmers, and section numbers on your homework, and staple together your homework pages.

    Exams

    There will be no written exams in this class.

    Grading

    The final course grade will be based on the performance of completing homework assignments.

    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.