Lars Ruthotto

MATH 346 - Introduction to Optimization Theory

Instructor:
Prof. Lars Ruthotto
Syllabus:
A corrected syllabus can be found here. The original syllabus can be downloaded from here.
Material:
Additional course material will be made available using Blackboard.
Times:
TueTh 8:30 AM - 9:45 AM, Math & Science Center, Room W302
First day of classes: January 13, 2015
Last day of classes: April 23, 2015
Recess: March 9-13 (Spring break)
Prerequisites:
Math 221 and CS 140 or 170
Topics:
Theory of unconstrained and constrained optimization
Algorithms for small-scale, smooth optimization problems
Literature:
No specific book is required for this course. Three excellent books you can use as references are:
Introduction to Nonlinear Optimization by A. Beck
Numerical Optimization by J. Nocedal and S.J. Wright
Convex Optimization by S. Boyd and L. Vandenberghe
Grades:
There will be 2 tests, a final exam, and six homework assignments.
The final grade will be determined as:
50% tests, 30% final exam, 20% homeworks
Homework:
Homework will mostly consist of analysis, but will also have some computing parts.
Computing in the course will be done using Julia. Assignments can also be solved using 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.
Important dates:
First Homework: January 20, 2015
First test: February 17, 2015
Second test: March 24, 2015
Final Exam: to be scheduled