Optimization Methods

Nanjing University of Posts and Telecommunications

Lectures: Wednesday 15:35-17:10 教4-109


  • Instructor Bolei Zhang

    bolei.zhang [at] njupt.edu.cn

    Office Hours: Fri. 12:30-14:30; Address: CS building 535

    Last updated on: 2024.09.01 18:30

Lecture Slides & Notes

  • Lecture 0: Course Introduction
  • Slides
  • Lecture 1: Introduction to Optimization Methods
  • Slides
  • Lecture 2: Convex Set & Convex Function
  • Slides
  • Lecture 3: Convex Optimization Problems
  • Slides

Experiments

实验名称周次周课时
实验一 4 周一3-4
实验二 7 周一3-4
实验三 11 周一3-4
实验四 12 周一3-4

Reference Books

Convex Optimization

Deep Learning

Algorithmic Game Theory

Optimization for Data Analysis

External Links

Numerical Optimization by Jorge Nocedal Stephen J. Wright

Scipy provides fundamental libraries in python.

CVXOPT provides convex optimization methods.

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