Math 577 - Optimization - Fall 2005
MWF 1:25-2:15 - Ayres 309A
This course covers the numerical techniques and theory for optimization.
The main focus will be on modern algorithms for unconstrained
optimization. We will also cover some methods for constrained
optimization, but probably not any material from linear programming.
The hope is that this course will be the perfect blend between
theory and application. Thus we will spend some time proving the
fundamental theorems of optimization and deriving the details of
the algorithms. And, we will also spend time on the details
of implementing these algorithms.
The prerequisites for this course are: Multi-variable calculus, linear
algebra, introductory numerical analysis/methods, some experience
programming in FORTRAN, PASCAL, C, or a similar language and
some experience with proofs. If you have any concerns about your
preparation for this course, please come and see me.
- Text: Numerical Optimization, J. Nocedal and S.J. Wright, Springer Series in Operations Research, Springer-Verlag, 1999.
- Homework (70%) - (1) regularly assigned work from the book
and other sources, and (2) case studies based on application and programming.
- Final Project (30%) - Comparison of algorithms or in-depth case
study; more details later.
312B Ayres Hall
974-4269 or 974-2461
Office Hours: to be announced
Last Modified: August 16, 2005