CSC/MATH 753: Nonlinear Optimization
Spring 2009

General Information

Instructor: Dr. Jennifer Erway (Manchester 344, erwayjb [at] wfu [dot] edu)

Office Hours: Mon 9-10am, Wed 12-1pm, Fri 12-1pm or by appointment
Lecture: 11:00am-11:50am MWF, Manchester 018
Textbook(s): Numerical Optimization (2nd edition) by J. Nocedal and S. Wright

Main Class Webpage: http://www.wfu.edu/~erwayjb/753spring09/index.html

COURSE INFORMATION: Problems in all areas of mathematics, science, and engineering can be posed as optimization problems. An optimization problem begins with a set of independent variables or parameters, and often includes a set of side conditions which define acceptable values of the variables for the particular application. These side conditions are known as constraints. The second component of an optimization problem is a measure of goodness called the objective function, which depends in some way on the constrained variables. The solution of an optimization problem is a (possibly non-unique) set of allowed values of the independent variables for which the objective function reaches its "optimal" (maximal or minimal) value. This class deals with nonlinear programming, i.e., the minimization of a nonlinear objective function, possibly subject to nonlinear constraints in the form of equalities or inequalities.

This class will consider numerical methods for nonlinear constrained and unconstrained optimization. Topics will include: optimality conditions, trust-region methods, line-search methods, quasi-Newton methods, interior methods, penalty methods, and barrier methods. Numerical techniques will be emphasized.
LECTURES AND HOMEWORKS: Some lectures will only highlight the important parts of the textbook; other lectures will go in more depth than the text. You should always read relevant sections in the text. Each homework assignment will consist of a combination of theory and computer problems. Computer problems must be done using Matlab. There are many good tutorials for Matlab on the web.
GRADES, EXAMS, DATES: Your scores on the homeworks form 25% of your grade. The remainder of your grade will be calculated from your performance on one take-home midterm exam (25%), one in-class presentation (20%), and one take-home final exam (30%).

IMPORTANT DATES:

Last updated by Jennifer Erway on December 20, 2008.