CST 5020 Optimization and Applications, Spring 2025

Time: 9:50 - 12:15 on Thursdays

Location: E10-305 on Yungu campus

Website: https://chemaoxfz.github.io/opt_app

Discussion: Piazza, https://piazza.com/westlake.edu.cn/spring2025/cst5020

Submission: via Canvas

Background review

If you would like to review some of the background material, the following are some references that immediately come to my mind.

Appendix A, mathematical background, of our textbook, freely available here.

A textbook introducing linear algebra with an optimization perspective, from the same authors as our textbook, is also freely available here. A course using this textbook is EE263. The reading list of this course also has some background on matrices.

The “review aids” at the end of this course webpage. This is another good reference course on optimization with a more statistical and machine learning focus.

Schedule

Number	Date	Topic	Materials
1	20250220	Why optimization, intro, convex sets	Lecture 1 and 2 of Boyd’s 364a
2	20250227	Convex functions, Convex optimization problems
3	20250306	Duality
4	20250313	Approximation and fitting
5	20250320	Statistical estimation, geometric problems
6	20250327	Unconstrained minimization
7	20250403	Equality constrained minimization
8	20250410	Interior point method
9	20250417	Application: statistical and machine learning 1
10	20250424	Application: statistical and machine learning 2
11	20250501	Application: Control 1 - optimal control
12	20250508	holiday? Application: Control 2 - distributed control, system level synthesis
13	20250515	Application: bioengineering 1 - analysis and design of biocircuits
14	20250522	Application: bioengineering 2 - metabolic networks, flux balance analysis, and flux exponent control
15	20250529	Application: finance 1
16	20250605	Application: finance 2
17,18	20250612	Final exam week