| DESCRIPTION | This course covers fundamental theory, algorithms, and applications for convex and nonconvex optimization, including: 1) Theory: convex sets, convex functions, optimization problems and optimality conditions, convex optimization problems, geometric programming, duality, Lagrange multiplier theory; 2) Algorithms: disciplined convex programming, numerical linear algebra, unconstrained minimization, minimization over a convex set, equality constrained minimization, inequality constrained minimization; 3) Applications: approximation (regression), statistical estimation, geometric problems, classification, etc. |
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| Section | Date & Time | Room | Instructor | Quota | Enrol | Avail | Wait | Remarks |
|---|---|---|---|---|---|---|---|---|
| L01 (6390) | Mo 01:30PM - 04:20PM | Rm 147, E1 | CUI, Ying | 40 | 0 | 40 | 0 |
| PREVIOUS CODE | IIMP 6010 |
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| DESCRIPTION | This course focuses on using various approaches to perform quantitative analysis through real-world examples. Students will learn how to use different tools in an interdisciplinary project and how to acquire new skills on their own. The course offers different modules that are multidisciplinary/multifunctional and generally applicable to a wide class of problems. May be graded PP. |
| Section | Date & Time | Room | Instructor | Quota | Enrol | Avail | Wait | Remarks |
|---|---|---|---|---|---|---|---|---|
| L01 (6706) | TBA | TBA | CHI, Jinshu CUI, Ying HU, Pengcheng LI, Lei SHEN, Yang TAN, Chee Keong YUE, Liang ZHAO, Hang ZHAO, Wufan | 350 | 0 | 350 | 0 |
| PRE-REQUISITE | (UFUG 1103 OR UFUG1106) AND UFUG 2101 AND UFUG 2103 |
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| DESCRIPTION | This is an introductory-level course on optimization. Topics include convex sets and functions, optimization problems, convex problems, duality, numerical linear algebra, gradient methods, Newton's methods, conjugate gradient method, gradient projection method, block coordinate descent method, penalty methods, interior-point methods, software, and applications. Students learn to analyze and solve optimization problems theoretically and numerically using appropriate methods. |
| Section | Date & Time | Room | Instructor | Quota | Enrol | Avail | Wait | Remarks |
|---|---|---|---|---|---|---|---|---|
| L01 (6854) | Tu 12:00PM - 02:50PM | Rm 233, W1 | CUI, Ying | 40 | 0 | 40 | 0 | |
| T01 (6855) | Fr 11:30AM - 12:20PM | Rm 102, E1 | CUI, Ying | 40 | 0 | 40 | 0 |