Math 577: Optimization - Fall 2005 - Course Information  
Course Information


Schedule
This list presents what was covered in class and predicts what will be covered in the future.

Week Monday Wednesday Friday
1 Aug 22   Course Intro & Overview; Begin Review Syllabus Linear Algebra Review (PDF)
2 Aug 29 Calculus & Analysis Review (PDF) Numerical Analysis Review (convergence) (rounding) (stability)
HW #1
Overview of Optimization
3 Sep 5 Labor Day Holiday Methods for Unconstrained Problems; Case Study 1 Scaling & Beginning Line Search Methods
CS HW#1
4 Sep 12 Wolfe Conditions Convergence Theorems Direction Methods
HW#2   HW#1 Soln
5 Sep 19 Direction Methods Total Line Search Methods Total Line Search Methods
6 Sep 26 Trust Region Methods Trust Region Methods Trust Region Methods
7 Oct 3 Case Study; Conjugate Gradient HW#3 Nonlinear Conjugate Gradient Method Quasi-Newton Methods: Truncated Newton
8 Oct 10 Quasi-Newton Methods: Broyden-type
Final Project Description
Quasi-Newton Methods: Fall Break
9 Oct 17 Limited Memory BFGS
HW#4
Separable f
Solutions to HW#2
Partially Separable f
10 Oct 24 Finite Difference Approx to Hessian; Nonlinear Least Sqquares Begin Constrained Minimization Characterization of Solution
11 Oct 31 KKT conditions for solution Survey of methods for constrained problems Quadratic Programming
HW#5
12 Nov 7 Active Set Methods Interior Point Gradient Projection
13 Nov 14 Penalty Methods Barrier Methods Augmented Lagrangian; Begin SQP
14 Nov 21 SQP Project Independent Study Day Thanksgiving Holiday
15 Nov 28
16 Dec 5 (Last Day of Class)