Optimization Methods (最优化方法)

Undergraduate course, Renmin University of China, 2025

This is a math-intensive optimization methods course lectured by Prof. Feng Zhou from the School of Statistics, Renmin University of China. The course covers basic topics in optimization methods, including linear search methods, unconstrained optimization and constrained optimization.

The lecture note of this course is provided here. I also recommend reading the lecture note from Prof. Zaiwen Wen at Peking University.

Past assignments and past exams are provided below

Past Exam & AssignmentsSolution
2022 Exam, 2022 Exam 
2024 Exam 
2023 Assignment 12023 Assignment 1 Solution
2023 Assignment 22023 Assignment 2 Solution
2023 Assignment 32023 Assignment 3 Solution
2024 Assignment 1 
2024 Assignment 2 
2024 Assignment 3 
Self-exercise