Math 408 A, Nonlinear Optimization (3 credits), Winter 2011

• Office : Padelford C-438
• Phone : (206) 616 9374
• Office hours : M: 3:00 pm --5:00 pm (in PDL C-438).
• Email : I would prefer not to get emails. Please talk to me in class or office hours.

• Office : PDL C-8G
• Office hours : Tuesdays 10 am - 12 noon (in PDL C-8G)

Course Information

• Description : Nonlinear optimization is a topic in applied mathematics that is at the forefront of modern research. It has widespread applications in science, engineering, economics, statistics, computer science, the social siences, biology etc. Our main goal in this class is to understand the theoretical (mathematical) structure of these problems and their solutions.
  
  
• Lecture : EEB 003 , MWF 10:30-11:20
  
  
• Textbook : There is no official textbook for this class, but we will follow course notes written by Professor Paul Tseng among other things.
  
  
• Prerequisites : either 2.0 in MATH 308 or 2.0 in MATH 318; either 2.0 in MATH 327 or 2.0 in MATH 334.
  This class requires solid working knowledge of both linear algebra and advanced calculus. This is a rather large requirement as it pretty much touches on all the mathematics that you might have learned thus far. The payoff is that you get to apply all your previous training to an exciting topic that is simultaneously both ancient and modern, with widespread applications in many areas.
  You will be expected to understand and write mathematical proofs in this class.
  
  
• Structure of the course and expectations: : This course will be taught through the lectures , reading assignments and homeworks . The lectures introduce the concepts and hence tend to be the most straightforward. The homeworks will be based primarily on the material taught in class but are intended to stretch your thinking and also sometimes to teach new concepts. Hence you should not expect that the homeworks will be entirely like the lectures.
  
  

• Homeworks and Exams

  • Homeworks (30% of overall grade):
    
    There will be a weekly homework assignment due on Wednesdays IN CLASS. The assigments will be posted below on this webpage. A subset of the problems will be graded each week. Your lowest homework grade will be dropped at the end of the quarter.
    
    
  • Exams (70% of overall grade):
    
    
    • Midterm Exam (30% of overall grade) : Friday, February 11, in class.
    • Final Exam (40% of overall grade) : 8:30-10:20 a.m. Monday, March 14, 2011, in class.
      
      
• General Comments
  • Guidelines on how to write up solutions to problems:
    You must show all your work to get full credit. Explain your steps or methods clearly. Use words to give such explanations if needed. After you have written a solution ask yourself if someone else in the class could follow and understand your solution easily. Always put yourself in the shoes of the grader when you write solutions to problems. It is important that it be apparent to the grader that you did this work on your own and that he/she understands your logic. Make it easy to grade your work. This also requires you to be organized and clear in your writing. Writing that is hard to understand or disorganized will be assumed to be wrong.
    
    
  • Late homeworks and make-up exams: : Homeworks are due in class on WEDNESDAYS. No late homeworks will be accepted. Exams can only be made up because of illnesses or other serious reasons. In these situations, I will need written documentation explaining the situation. Please let me know as soon as possible if you cannot take an exam on the scheduled date.
    
    
  • Partial Credit: There might be several questions on an exam that carry no partial credit. This is usually because of the nature of the question where a partially correct answer may make no sense at all. For instance, a misstated theorem or definition is just a false statement and couldn't be graded with partial credit. It is important to learn to do computations and make arguments correctly from beginning to end.
    
    
  • Keep records : Please hold on to all your graded homeworks and exams until you receive your final grade. You will be asked to produce these if there are any questions or complications regarding records during the quarter.
    
    
  • Tips on getting a good grade:
    • Read all assigned reading materials. It is very important to really understand the concepts (as opposed to memorizing facts). It is not enough to know recipes to solve numerical problems. You will be asked questions that test your understanding of the material. A good way to find out whether you really understand something is to try to explain it to someone. You might be surprised to see how hard it is to accurately explain/reproduce a concept that you think you understand.
      
    • Write clearly and correctly. Be logical in your arguments. Learn definitions and statements of theorems accurately. Remember that I can only evaluate your written work and so it is important to convey your knowledge precisely in your writing.
      
    • Do the homework problems. Even if you understand the material, it is hard to reproduce this on a test without practice. It's important to learn to work relatively quickly. This can only come with practice.
      
    • Come to office hours or talk to me or your TA if you are having trouble. Let me know early in the quarter if you are having problems with the course for whatever reason.

ANNOUNCEMENTS

Homework Assignments

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Week 5

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Week 9

Week 10