| Math 408 Section A |
Winter 2020 |
| NONLINEAR OPTIMIZATION
|
| Instructor: |
James Burke |
|
E-Mail: |
jvburke(at)uw(dot)edu |
| Office: |
Denny 343 |
|
Hours: |
MW 9:35--10:10am, 11:50--12:30pm |
Prerequisites: |
Math (308 or 318) & (327 or 334) |
|
Classroom: |
Mor 225
|
URL for the course website:
Course Content:
A mathematical optimization problem is one in which a given function is either
minimized or maximized relative to some set or range of choices available
in a given situation.
Optimization problems arise in a multitude of ways as a means of
solving problems in engineering
design, portfolio design, system management, parameter estimation,
pattern discovery,
statistics and data analysis, machine learning, and in the modeling of physical and behavioral phenomena.
Math 408 is an introductory course in numerical methods for
continuous optimization in finite dimensions.
This field of study is often referred to as mathematical programming,
and within this field we will focus on nonlinear programming.
Background and Prerequisites:
This course requires a background in multi-variable calculus. In order
to succeed you will need to be conversant with the differential
properties of smooth vector valued mappings.
In particular, you will need to know properties of the gradient
and Hessian. Moreover, some background in linear algebra is
also required. In particular, you will need to know some results
concerning the eigenvalue decomposition of a symmetric matrix,
Gaussian elimination (LU
factorization), and Gram--Schmidt orthogonalization (QR
factorization). However, I do not expect everyone to have the
the same level of preparation. Consequently, all of the material
discussed above will be reviewed with most proofs omitted.
Grading:
Quizzes:
There are 8 fifteen minute quizzes. The
quizzes are given each Friday except February 7 and March 13. The
quizzes cover the homework of the previous week. The potential content of
the quiz will be announced the Wednesday before the quiz.
Each quiz is worth 70 points.
Your top 5 quiz scores
count toward your grade.
Midterms:
There is one midterm: Wednesday, February 5. The
content of the midterm will be discussed in advance and a midterm guide
will be distributed before the exam. The midterm is worth 300 points.
Final Exam:
The final exam is to be given on Monday, March 16
from 8:30 to 10:20am in our assigned classroom Mor 225.
The final exam is comprehensive. A final exam guide
will be distributed. The final exam is worth 350 points.
Final Grade: The total number of possible points is 1000:
350 quiz pts +
300 midterm pts + 350 final
exam pts = 1000 points.
Your final grade will be based on these points.
One class curve is computed
after the final exam has been scored.
Time Conflicts with an Exam and Religious Accommodation:
There will be no make-up quizzes or exams except in the following cases.
-
A documented emergency (medical, family, University, ...).
-
A religious accommodation (see below).
- A documented unavoidable
conflict whose validity is pre-authorized by the instructor.
For unavoidable pre-approved conflicts,
the instructor requires at least two weeks notice
prior to the exam or quiz
so that it can arrange for you to take the exam or quiz BEFORE the
actual exam date.
Student Conduct Code:
The University of Washington Student Conduct Code (WAC 478-121)
defines prohibited academic and behavioral conduct and describes
how the University holds students accountable as they pursue their
academic goals. Allegations of misconduct by students may be referred
to the appropriate campus office for investigation and resolution.
More information can be found online at
https://www.washington.edu/studentconduct/.
Religious Accommodation:
Washington state law requires that UW develop a policy for accommodation
of student absences or significant hardship due to reasons of faith or
conscience, or for organized religious activities. The UW policy,
including more information about how to request an accommodation, is
available at
Faculty Syllabus Guidelines and Resources
.
Accommodations
must be requested within the first two weeks of this course using the
Religious Accommodations Request form available at
https://registrar.washington.edu/students/religious-accommodations-request/
.
Student Disability Resources:
Your experience in this class is important to me. If you have already
established accommodations with Disability Resources for Students (DRS),
please communicate your approved accommodations to me at your earliest
convenience so we can discuss your needs in this course.
If you have not yet established services through DRS, but have a temporary
health condition or permanent disability that requires accommodations
(conditions include but not limited to; mental health, attention-related,
learning, vision, hearing, physical or health impacts),
you are welcome to contact DRS at 206-543-8924 or
uwdrs@uw.edu or disability.uw.edu.
DRS offers resources and coordinates reasonable accommodations for students
with disabilities and/or temporary health conditions.
Incomplete:
A grade of Incomplete will be given only
if a student is doing satisfactory
work up until the end of the quarter,
and then misses the final exam due to
a documented medical or family emergency.
Important Dates:
Holidays:
Martin Luther King Day, January 20. President's Day, February 17.
Last Day of Class: Friday, March 13.
Quiz Dates: Friday, Jan. 10, 17, 24, 31, Feb. 14, 21, 28, Mar. 6.
Midterm Date: Wednesday, February 5.
Final Exam: Monday, March 16, 8:30-10:20 am.