Course Announcement MATH 565X Continuous Optimization Spring 2013

Instructor: P. Sacks, 436 Carver psacks@iastate.edu

Class meeting time: TR 2:10-3:25

Office Hours: MF 2-3, TTh 11-12, W 3-4

Textbook: Numerical Optimization, 2^nd ed, by J. Nocedal and S. Wright

Prerequisites: Math 265 and either Math 317 or 510, or consent of the instructor

Catalog description: Theory and methods for constrained and unconstrained optimization. Steepest-descent, conjugate gradient, Newton and quasi-Newton, line search and trust-region, first and second order necessary and sufficient conditions, quadratic and general nonlinear programming.

Course Topics:

· Fundamentals of unconstrained optimization

· Line search methods

· Trust region methods

· Conjugate gradient methods

· Quasi-Newton methods

· Derivative-free optimization

· Least square problems

· Nonlinear equations

· Theory of constrained optimization

· Linear programming

· Quadratic programming

· Penalty methods

The course grade will be based on a midterm exam (20%), final exam (30%), and 6-7 homework assignments (50%).

The course final exam will take place Monday, May 6, 12-2 PM in our regular classroom.

Click here for homework assignments.

Further References:

· J. Dennis and R. Schnabel, Numerical Methods for Unconstrained Optimization and Nonlinear Equations

· R. Fletcher, Practical Methods of Optimization