AMath/Math 516

Numerical Optimization

Homework
Instructor:
Jim Burke, Math Dept
Office:
C-443 Padelford
Phone:
543-6183
E-mail:
jvburke(at)uw(dot)edu
Office Hours:
MW 12-1pm (Padelford 443) and by appointment.
Classroom:
Condon Hall (CDH), room 101 , MWF 9:00-10:20am
Supplementary Text:
Numerical Optimization: 2nd Ed., by Jorge Nocedal and Stephen Wright
TA:
Abe Engle
Office:
PDL-C 430
E-mail:
aengle2(at)uw(dot)edu
Office Hours:
F. 3-5pm in Math Lib.

Brief Description of 516

Course Notes

I will be taking material from two sets of notes that are still under construction (and are listed below) as well as from papers in the optimization literature. The Nocedal-Wright book will aslo serve as a good source for background material.

The main body of the course will use material from items 3. and 8. below. I will keep you posted as to which material we will be covering as we move forward.
You can begin by reading Chapter 1 in item 3 and Chapter 0 in item 8.

  1. An introduction to finite dimensional normed linear spaces (TMI: just for background)
  2. Math408 Notes
  3. Math 516 Notes
  4. Introduction to Tangent Cones
  5. Introduction to Optimality Conditions
  6. Backtracking Line Search
  7. The Gradient Projection Algorithm
  8. Older 516 Notes (Trust-Regions in Chapter 2)
  9. Convex Duality Slides

Materials used in programming assignments

Homework Sets

 The first homework set is due Monday, April 2.

Matlab

Python, Scipy and NumPy

Copyright Notice

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