CAAM 560

Optimization Theory

Fall 2018

 

 

 


General Description
Derivation and application of necessity conditions and sufficiency conditions for constrained optimization problems.

Prerequisite
Math 212, and CAAM 335 or Math 355

Instructor
Dr. Richard Tapia
Office: Duncan Hall 3072
Phone: 713-348-4788
email: rat@rice.edu
Office Hours: MWF 1:00-2:00 pm, and by appointment.

Time and Room
MWF 2:00PM - 2:50PM
Duncan Hall 1075

Study Sessions
Wednesday 5:00PM
Probably Duncan Hall 1075 or a classroom on the first floor of Duncan Hall.

Assignments & Lectures
The Assignments & Lectures are due at 5:00pm on the deadline date.

Textbook (Only available for the CAAM 560 class students)
A Unified Approach to Mathematical Optimization Theory for Scientists and Engineers by Richard Tapia

Note: You have to download the book chapters from the above URL.

Recommended Textbooks
Optimization Theory: The Finite Dimensional Case by Magnus R. Hestenes
Stories About Maxima and Minima by V.M. Tikhomirov
Convexity and Optimization in R^n by Leonard D. Berkowvitz
Introduction to the Theory of Nonlinear Optimization by Johannes Jahn
Variational Calculus with Elementary Convexity by John L. Troutman

Honor Code Policy
On non-pledged assignments, you are encouraged to discuss homework with fellow classmates. You are expected, however, to individually write up your solutions. On pledged assignments, you are not allowed to discuss homework with fellow students.

Note on Disability Based Accommodations
If you have a documented disability that will impact your work in this class, please contact me to discuss your needs. Additionally, you will need to register with the Disability Support Services Office in the Ley Student Center.

 


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©2018 Richard Tapia  
updated 09/26/2018  
maintained by Leticia Velazquez  (leti at rice dot edu)