Andreas Mang
Department of Mathematics, University of Houston
MATH 6367 Optimization Theory (Spring 2025)
News and Course Organization
Important information for the course Optimization Theory (MATH 6367 — 17859) will be posted on this page. Please visit it on a regular basis. Check the syllabus regularly for any important updates. It is the students responsibility to be aware of additional course policies presented by the instructor during class.
Tentative Course Description
The course will start with some modern topics in convex optimization. We will discuss splitting methods, primal dual methods, and Bergman iterative methods. In addition, this course will discuss continuous optimization. This course introduces modern control theory of dynamic systems, with a focus on key and characteristic results. It explores linear and nonlinear continuous-time and discrete-time systems for finite state space sets, under both deterministic and stochastic frameworks. The course covers continuous-time stochastic control problems common in modern control theory, and discrete-time Markovian decision problems typical in operations research. Simulation-based approximation techniques for dynamic programming are also discussed.
Course material and homework assignments will be made available on canvas. This course will also include (optional) computational assignments. Examples to help with the computational assignments can be found here: http://github.com/andreasmang/optik.
Syllabus
A tentative version of the syllabus will be posted closer to the start of the semester.
Location and Time
F 154, TuTh 8:30AM - 10:00AM.
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