Lars Ruthotto

MATH 771 - Numerical Optimization

Prof. Lars Ruthotto
The syllabus can be downloaded from here.
Homework and additional course material will be made available using Blackboard.
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)
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.
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 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 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.
All students must adhere to the provisions of the Graduate Student Conduct Code. For more information, see page 29 of the graduate student handbook.