Course Announcement MATH 565X Continuous Optimization Spring 2013
Instructor: P. Sacks, 436 Carver email@example.com
Class meeting time: TR 2:10-3:25
Office Hours: MF 2-3, TTh 11-12, W 3-4
Textbook: Numerical Optimization, 2nd 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.
· 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.
· J. Dennis and R. Schnabel, Numerical Methods for Unconstrained Optimization and Nonlinear Equations
· R. Fletcher, Practical Methods of Optimization