AMath/Math 516

Numerical Optimization


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

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.


Python, Scipy and NumPy

Copyright Notice

The documents distributed by this server have been provided by Professor Burke as a means to disseminate of scholarly material on a noncommercial basis. All rights to materials contained herein are maintained by Professor Burke and any cited authors and by other copyright holders, notwithstanding these conditions, these authors have offered this work here electronically. It is understood that all persons copying this information will adhere to the terms and constraints invoked by each author's copyright. These works may not be reposted without attribution and without the explicit permission of the copyright holders and the authors.