MA 5243: Advanced Mathematical Programming, Fall 2025Basic Information
Course DescriptionMA5243 is a 4-unit course designed for Ph.D. students in mathematics. The goal of this course is to establish the mathematical foundations of general continuous optimization problems. It covers a variety of topics: Introduction to convex analysis; Optimality conditions; duality theory; Classical nonlinear programming algorithms including line search methods, Newton and quasi Newton methods, trust-region methods, sequential QP, penalty, barrier and augmented Lagrangian methods; First-order methods for nonsmooth convex optimization problems. Most lectures are based on course notes, with both handwritten and typeset versions posted on Canvas after class. SyllabusEmail PolicyDo not expect immediate responses to emailed questions. I will try to respond to all emailed questions within 48 hours. Try to keep your email short and direct. |