Lars Ruthotto

MATH 771 - Numerical Optimization

Instructor:
Prof. Lars Ruthotto
Syllabus:
The syllabus can be downloaded from here.
Material:
Homework and additional course material will be made available using Blackboard.
Times:
MoWe 1:00 - 2:15 PM, Math & Science Center, Room E406
First day of classes: August 26, 2015
Last day of classes: December 7, 2015
Recess: September 7 (Labor Day), October 12 (Fall Break)
Description:
This course will provide students with an overview of state-of-the-art numerical methods for solving both unconstrained and constrained,large-scale optimization problems. Algorithm 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 course will be based on the book:
Numerical Optimization by J. Nocedal and S.J. Wright
Additional reading materials are:
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, readable document. This document can either be sent to me electronically (as a pdf file), or you can give me a printed copy.
All codes used to generate results for the assignments have to be submitted electronically as a single .zip, .tar, or .tgz archive.
Attendance:
Attendance is not required, but strongly encouraged.
If you miss a class, then you should get a copy of the notes from one of your classmates.
Conduct:
All students must adhere to the provisions of the Graduate Student Conduct Code. For more information, see page 29 of the graduate student handbook.