MATH 408 - Spring 2019
NONLINEAR OPTIMIZATION
Instructor: |
Dmitriy Drusvyatskiy |
| | |
E-Mail: |
ddrusv(at)math(dot)washington(dot)edu |
Phone: |
543-9435 |
| | |
Hours: |
Wednesday 3-4 PM |
Office: |
PDL C-434 |
TA: |
Andrew Pryhuber |
| | |
E-Mail: |
pryhuber(at)uw.edu |
Office: |
PDL C-08M |
| | |
Hours: |
Thursday 12:30-2:30pm |
Classroom: |
ECE 105 |
| | |
Lecture time: |
MWF 9:30 - 10:20 AM |
ANNOUNCEMENTS
- In HW 4, question 5.2 (ii), you are asked to implement the "hybrid Gradient-Newton Method". This is simply an algorithm that in each iteration uses Newton's direction if the Hessian is positive definite and the gradient direction otherwise. The formal description is on page 92 of the text.
- The TA Andrew Pryhuber will hold office hours on Thursday 12:30-2:30, starting with April 11th.
Syllabus
Lecture notes
An optional textbook: "Introduction to Nonlinear Optimization: Theory, Algorithms, and Applications with MATLAB", Amir Beck
Homework
Review material
Copyright Notice
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