CAAM 564: Numerical Optimization (Spring, 2012)

• Instructor: Yin Zhang, Room: DH 3090, Phone: X5744.
• Office Hours: Wed: 1:00-3:00pm or by appointment.
• Textbook: Numerical Optimization, by Nocedal and Wright.
  See http://www.ece.northwestern.edu/~nocedal/book/num-opt.html

• Course Webpage: http://www.caam.rice.edu/~zhang/caam564/

• Coverage:
  1) Review of constrained optimization theory (Chap. 12)
  2) Trust region methods for unconstrained optimization (Chap. 4)
  3) Linear programming theory and algorithms (Chaps. 13-14)
  4) Nonlinear programming algorithms (Chaps. 15-19).

  Part 1) will be covered without detailed proofs since a more thorough treatment of this subject is given in CAAM 560. Part 3), linear programming, will be also be treated in a brief way. The primary emphasis of the course is on Part 4).

  Prerequisites: CAAM 453/454 or equivalents (matrix analysis, multivariable calculus, Matlab)

• Course Work:

  Assignments, in the form of homeworks and projects, will be given. Late submissions will be accepted for 80% of the credit until the third day after the due date, or otherwise with the permission of the instructor. There will be no exams. If you have a specific problem in mind that you want to solve, you are encouraged to talk to the instructor for the possibility of designing a special project for you.

• Honor Code Policy:
  Students can discuss commonly assigned assignments with each others, but must carry out the work independently. Without permission, copying any part of an assignment such as a computer code is prohibited.

• Grading:
  Homework 90%; Participation: 10%