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Syllabus for Fall 2021

orange-ball.gif Course Title:

EECE 695H Introduction to Optimization (3-0-3) 

orange-ball.gif Instructor:

Professor Joon Ho Cho

Office) LG 409

Phone) 054-279-2377

E-mail) jcho at postech dot ac dot kr

 

orange-ball.gif TAs:

J. H. Chae

Office) LG 418

Phone) +82-54-279-8017

E-mail)  wngml1308 at postech dot ac dot kr

orange-ball.gif Class Meetings:

 

orange-ball.gif Internet resources:

 

orange-ball.gif Text:  

               

            Edwin K. P. Chong and Stanislaw H. Żak, An Introduction to Optimization, Fourth Edition. Wiley-Interscience Series in Discrete Mathematics and Optimization, John Wiley & Sons, Inc. New York, ISBN: 978-1-1182-7901-4

 

orange-ball.gif References:

Stephen Boyd and Lieven Vandenberghe, Convex Optimization. Cambridge University Press

C. C. Aggarwal, Linear Algebra and Optimization for Machine Learning,  https://link.springer.com/content/pdf/10.1007%2F978-3-030-40344-7.pdf

A. Aldo Faisal, Cheng Soon Ong, and Marc Peter Deisenroth, Mathematics for Machine Learning, https://mml-book.github.io/book/mml-book.pdf

orange-ball.gif Course Objectives:  

  1. To learn basic concepts in Optimization Theory
  2. To learn how to formulate and
  3. tackle optimization problems in communications, signal processing, and information systems.

orange-ball.gif Course Outline

  1. Mathematical Review
  2. Unconstrained Optimization
  3. Linear Programming
  4. Nonlinear Constrained Optimization

orange-ball.gif Prerequisites: undergraduate-level

  1. Calculus
  2. Linear Algebra

orange-ball.gif Course Requirements:

  Weight

1. Quiz #1 

10 %

2. midterm exam 

20 %

3. Quiz #2 

10 %

4. Final exam  

40 %

5. Homework

20 %

100 %

orange-ball.gif Policy on Academic Dishonesty

If the instructor suspects academic dishonesty, the instructor will notify the student(s) and follow the procedure to report to the Graduate School without any exception. Students have the responsibility to be knowledgeable about the consequences of dishonesty. 

10/05/21