The course deals with basic theory and methods for the solution of optimization problems; iterative techniques for unconstrained minimization; linear and nonlinear programming with engineering applications; – see course outline with a tentative timeline.
Prerequisites: basics of real analysis in several variables and linear algebra.
Class meets 11-12:20am, Tuesdays and Thursdays in 2017 ECEB. My office hours are scheduled on request.
The synopses of the lectures, homework assignments etc will be posted here.
Grading: there will be 5 homework assignments (totaling 40%), midterm (25%, tentatively on March 5) and comprehensive final exam (35%). Some of the homework will require a modicum of coding; Python, Matlab, Mathematica are fine as coding languages.
Those registered for 4 credits will be required to do a project (groups of 2-3 students are encouraged) to be presented at the final weeks of the course: the project will be reporting on a paper or solving an optimization problem, with a computational component. The projects will be assigned by March 10.