| 01 | 02 | 03 | 04 | 05 | 06 | 07 | 08 | 09 | 10 | 11
- Boyd, S., Vandenberghe, L., 2004. Convex Optimization. Cambridge University Press, Cambridge.
- Bertsekas, D. P., 2009. Convex Optimization Theory. Athena Scientific, Belmont MA.
- Vanderbei, R. J., 2020. Linear Programming: Foundations and Extensions, 5th ed. Springer Nature, Cham.
| 上課時間 | 課程進度 |
|---|---|
| 09/10 | Orientation & Introduction; Placement Test |
| 09/24 | Jupyter Notebook: Markdown & LaTeX |
| 10/01 | Scientific Python Refresher |
| 10/08 | Optimization Fundamentals |
| 10/15 | Convex Sets & Functions |
| 10/22 | Convex Optimization Problems I; CVXPY I |
| 10/29 | Convex Optimization Problems II; CVXPY II |
| 11/05 | CVXPY III (DCP, GP); Linear Programming I |
| 11/12 | Linear Programming II |
| 11/19 | Linear Programming III; Duality; SVM |
| 11/26 | Heuristics; Neural Network |
| 12/03 | Application: Portfolio Optimization |
| 12/10 | Dynamic Programming I |
| 12/17 | Dynamic Programming II |
杜昌燁 cwtu320313 @ googlemail.com