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 provides an introduction to the modern control theory of dynamic systems, emphasizing key results and characteristics. It covers both linear and nonlinear systems in continuous-time and discrete-time formats, focusing on finite state spaces within deterministic and stochastic frameworks. The course also addresses continuous-time stochastic control problems commonly encountered in modern control theory, as well as discrete-time Markovian decision problems typical in operations research. Additionally, simulation-based approximation techniques for dynamic programming are 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 can be found here.
Location and Time
F 154, TuTh 8:30AM - 10:00AM.
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