Lars Ruthotto

MATH 571 - Numerical Optimization

Instructor:
Prof. Lars Ruthotto
Material:
Additional course material will be made available using Canvas.
Times:
MoWe 11:30 - 12:15 PM, Math & Science Center, Room E408
First day of classes: August 28, 2018
Last day of classes: December 5, 2018
Recess: September 7 (Labor Day), October 12 (Fall Break)
Description:
This course provides students with an overview of state-of-the-art numerical methods for solving both unconstrained and constrained, large-scale optimization problems. Algorithm analysis and development will be emphasized, including efficient and robust implementations.
In addition, students will be exposed to state-of-the-art software that can be used to solve optimization problems.
Literature:
The main references are
Numerical Optimization by J. Nocedal and S.J. Wright
Introduction to Nonlinear Optimization by A. Beck
Convex Optimization by S. Boyd and L. Vandenberghe
Homework:
Homework will be a combination of computing and analysis. Computing will be done using Julia or Matlab.
Solutions, results, and analysis should be submitted as a single, document typeset with LaTeX.
All codes used to generate results for the assignments have to be submitted electronically as a single .zip, .tar, or .tgz archive.
Syllabus:
The syllabus can be found here.