MA 5243: Advanced Mathematical Programming, Fall 2024

Basic Information

• Instructor: Shaoning Han (shaoninghan@nus.edu.sg)

• Grader: Zhiyuan Ma (E0983565@u.nus.edu)

• Lecture time: Wednesday and Friday 02:00PM-04:00PM

• Lecture location: Lecture Theatre (LT) 33

• Office hours: by appointment

Course Description

MA5243 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; Lagrangian duality; Classical nonlinear programming algorithms including line search methods, 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. There is no required textbook, but homework assignments are drawn from reference books.

Syllabus

Syllabus

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