AMAT 591 Optimization Methods and Nonlinear Programming, Spring 2025

Time and Location

Time: MW 10:10am/1:10pm/3pm

Location: Hudson B5/Massry 356/Massry 368

Instructor

Yibo Xu

Office: Hudson 133

Office Hours: Tuesdays 1-3pm or by appointment

Email: yxu25@albany.edu

Course Outline

This course will cover theory and algorithms of convex optimization. Topics such as convex sets, convex functions, convex optimization problems, duality theory, and some first-order algorithms will be covered. The goal is to give students the tools and training to recognize and solve convex optimization and nonlinear programming problems that arise in applications.

Prerequisites

Basic linear algebra (AMAT 220) and multivariable calculus (AMAT 214), OR AMAT 500 (Mathematics for Data Science).

Textbook

The textbook is Convex Optimization by Boyd and Vandenberghe, available online.

Homework

Homework problems will be drawn primarily from Convex Optimization by Boyd and Vandenberghe and their Extra Exercises. Homework will be posted on the BrightSpace and due weekly.