- Jim Burke, Math Dept
- C-443 Padelford
- Office Hours:
- MW 12-1pm (Padelford 443) and by appointment.
- Condon Hall (CDH), room 101 , MWF 9:00-10:20am
- Supplementary Text:
- Numerical Optimization: 2nd Ed., by Jorge Nocedal and Stephen Wright
- Abe Engle
- PDL-C 430
- Office Hours:
- F. 3-5pm in Math Lib.
Brief Description of 516
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.
An introduction to finite dimensional normed linear spaces (TMI: just for background)
- Math408 Notes
- Math 516 Notes
- Introduction to Tangent Cones
- Introduction to Optimality Conditions
- Backtracking Line Search
- The Gradient Projection Algorithm
- Older 516 Notes (Trust-Regions in Chapter 2)
- Convex Duality Slides
Materials used in programming assignments
The first homework set is due Monday, April 2.
Python, Scipy and NumPy
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