Material: the aim of this course is the introduction to optimization techniques. In a nutshell, we will look for extrema of functions under various conditions and constraints. The course will cover the followings: linear programming (basic solutions, simplex method, duality theory), unconstrained optimization, Newton's method for minimization, nonlinear programming, optimality conditions for constrained problems and additional topics from linear and nonlinear programming.
Instructor: Alpár R. Mészáros, MS 5230 (check the e-mail address on my webpage or on CCLE)
Schedule of classes: MWF - 8-8h50AM
Office hours: Wednesday, 9h30-11AM
Location: MS building, 6229
TA: Wei Zhu, IPAM 1129 (check e-mail address on CCLE)
Discussion: Tuesday, 8-8h50AM, same room as for the lecture
TA's office hour: Tuesday, 9-11AM and 3-4PM
Textbook: E. K.P. Chong and S. Zak, An Introduction to Optimization, Wiley, 4th Edition, (2013).
Other recommended reading: I. Griva, S. Nash and A. Sofer, Linear and Nonlinear Optimization, Society for Industrial Mathematics, Second edition, (2008).
Requisites: course Math 115A
Homeworks will be assigned weekly and collected at the beginning of the Friday lecture (if Friday is a holiday the collection date is next Monday at the beginning of the lecture). The purpose of the homework exercises is to deepen the notions and the concepts learned during the courses. Please note that late- or no homeworks will be graded as zero, but the two lowest homework scores will be dropped in the computation of your final grade (see 'Grading' section below). The homework sheets will appear on this webpage, approximately 1 weak before their deadline. There is a possibility to work in groups on the homeworks. In this case, everybody from the group has to submit his own homework paper and should write the names of the other students from his/her group on the top of the papers.
Exams: there will be two midterms around on the third and eighth weeks of the instruction period (see the precise dates below) and a written final exam at the end. No make-up exams will be provided, a missed exam is graded as zero. You must take the final in order to pass the class!
Grading: the final grade is calculated as follows. You can chose the scheme which gives you higher final grade:
10% HG + 40% ((MG1+MG2)/2) + 50% FG,
or
10% HG + 25% max(MG1;MG2) + 65% FG, where
HG = the average of the homework grades, except the two lowest ones
MG1, MG2 = the two midterm grades
FG = the grade of the final exam
Date of the first midterm: Friday, October 16, 2015, 8-8h50AM, place: FRANZ 2258A
Problems and solutions
Date of the second midterm: Monday, November 16, 2015, 8-8h50AM, place: BOELTER 5249
Date of the final exam: Friday, December 11, 2015, 8-11AM, place: MS 6229 (same as for the lectures)
Regrading for the homeworks, midterms and final should be requested within 2 weeks of their due date and exam date respectively. Any requests after this period will be not taken into consideration.
Homework sheets
Homework 1 - due to Friday, October 2, 2015