Current Problems in Applied Mathematics: Convex Optimization

*Convex Optimization*by S. Boyd and L. Vandenberghe (ISBN: 978-0521833783)

A PDF version is available here.*Introduction to Nonlinear Optimization: Theory, Algorithms, and Applications with MATLAB*by A. Beck (ISBN: 978-1611973648)

A PDF version is available to Dartmouth students here.*First-order Methods in Optimization*by A. Beck (ISBN: 978-1611974980)

A PDF version is available to Dartmouth students here.*Introductory Lectures on Convex Optimization: A Basic Course*by Y. Nesterov (ISBN: 978-1441988539)

A preliminary PDF version is available here.

A hard copy is on reserve at the Baker-Berry library.

MWF 2:10—3:15

(x-hour) Th 1:20—2:10

Kemeny 200

Donghwan Kim

Office: 311 Kemeny Hall

Office Hours: Tu, Th 1:20—2:10 and by appointment

Contact via email.

- Take-home Exam: posted on the canvas website under "announcements" on Mar. 5 (M); email when you start the exam (no later than Mar. 9 (F)); submit your answer in person, under the Kemeny 311’s door, or via email within 48 hours after you start the exam.

- Each student will read and summarize one paper relevant to convex optimization.
- The student can choose a suitable paper of interest to him/her that is approved by the instructor. I will post some topics and articles that are interesting and accessible.
- Students should provide both written and oral reports by the end of the term.

- Written assignments will be assigned weekly. They will be due each Friday, turned in to the instructor at the beginning of the lecture, and they will typically cover the material up through the previous Friday.
- Late homework will be penalized 10% for each day it is late.

The course grade will be based upon the scores on the homework, project and exams as follows:

Homework | 100 points |

Project | 100 points |

Take-Home Exam | 100 points |

Total | 300 points |

Academic integrity is at the core of our mission as mathematicians and educators, and we take it very seriously. We also believe in working and learning together.

Collaboration on homework is permitted and encouraged, but obviously it is a violation of the honor code for someone to provide the answers for you.

On written homework, you are encouraged to work together, and you may get help from others, but you must write up the answers yourself. If you are part of a group of students that produces an answer to a problem, you cannot then copy that group answer. You must write up the answer individually, in your own words.

On exams, you may not give or receive help from anyone.

Students with disabilities who will be taking this course and may need disability-related classroom accommodations are encouraged to make an appointment to see their instructor as soon as possible. Also, they should stop by the Academic Skills Center in Collis Center to register for support services.