Course Syllabus: MATH 245A, Fall 2016


Instructor: Prof. Jiawang Nie
Office: AP&M 5864.
Phone: (858) 534-6015.
Email: njw "AT" math . ucsd . edu.
Office hours: 4:30-5:30 (MWF).


Time: 2:00 pm - 2:50 pm on MWF
Location: APM B402A

TA Contact Info

Brian Preskitt:, OH: 2-3:30 (TuTh), AP&M 5712.

Course Description

This graduate level course will focus on basic theory, algorithms and applications of convex analysis and optimization. The topic to be convered includes: basic theory of convex sets and convex functions, Lagrange duality theory, basic properties of convex optimization problems, applications and comptational methods for convex optimization.


Basic training in analysis and linear algebra, or consent by the instructor.


The recommended textbooks are Convex Optimization by Boyd and Vandenberghe, Lectures on Modern Convex Optimization by Ben-Tal and Nemirovski.

Homework Assignments

Homework will be assigned online and collected in the HW dropbox.
  • Homework Assignment #1, due on 10/14/2016
  • Homework Assignment #2, due on 10/28/2016
  • Homework Assignment #3, due on 11/18/2016
  • Homework Assignment #4, due on 12/02/2016
  • Please write your names, ID nubmers, and section numbers on your homework, and staple together your homework pages.


    There will be no written exams for this course.


    The final course grade will be based on the performance of completing homework assignments.

    Academic Integrity

    Every student is expected to conduct themselves with academic integrity. Any kind of cheatings is not allowed in this course. Violations of academic integrity will be treated seriously.

    See UCSD Policy on Integrity of Scholarship.