CSC/MTH 753 NONLINEAR OPTIMIZATION - Spring 2007
Staff
-
Bob Plemmons
Reynolds Professor of Mathematics and Computer Science
Office: 341 Manchester Hall
Office hours 2:30 to 4:00 Tu/Thr.
plemmons@wfu.edu
Lectures
The class meets Tuesdays and Thursdays from 9:30 to 10:45 in
Manchester, Room 124.
Prerequisites
Math 113 Calculus of Several Variables, and Math/CSC 355/655 Numerical Methods
(or you should review this background material).
Text
"Numerical Optimization", J. Nocedal and S. Wright, Springer, 2nd Edition, 2006.
Course Themes
We will concentrate on (1) mathematical principles useful in optimization,
(2) techniques for solvling modest size optimization problems using the
Matlab Optimization Toolbox, (3) iterative methods for solving large scale
optimization problems, and their computer implementations. A "user's guide"
for the Matlab Optimization Toolbox is available on-line.
Problem Sets, Exams & Grading
There will be 3 problem sets (1 individual/2 group), a midterm
(take-home), and a final exam (take-home).
Course grades will be determined
using the following weighting: individual problem set - 10%,
group problem sets with class presentations - 20% each, mid-term and final
exams - 25% each.