Winter 2007 Math 513R
What, When, and Where:
Course Description:
Numerical Methods for Optimization: Linear Programming, Convex Optimization, Unconstrained Optimization, Game Theory, Applications.
Text:
C.H. Edwards Jr. Advanced Calculus of Several Variables, Revised Edition
(Available on Amazon)
Lectures:
TuTh 8:00a - 9:15a 120 TMCB
Teaching Assistant:
Sam Weyerman
TMCB 1124
samwta@gmail.com
Office Hours:
Held every day:
M 03:00-03:50 TMCB 1124 (Sam)
T 05:00-05:50 TMCB 0306 (Jeff)
W 10:00-10:50 TMCB 1124 (Sam)
H 09:30-10:45 TMCB 2222 (Sean)
F 03:00-03:50 TMCB 1124 (Sam)
Grading Scheme:
15% Exam I
15% Exam II
20% Final
30% Homework
20% Term Project
Course Schedule: (subject to change)
Jan 09 Introduction to Optimization
Jan 11 Linear Programing, Graphical Solutions, Problem Formulation
Jan 16 Simplex Method
Jan 18 Simplex Method II
Jan 23 Degeneracy
Jan 25 Duality Theory I
Jan 30 Duality Theory II
Feb 01 Simplex Method in Matrix Notation
Feb 06 Sensitivity Analysis
Feb 08 Problems in General Form
Feb 13 Implementation Issues I
Feb 15 Implementation Issues II
Feb 22 Inner Product Spaces
Feb 27 The Four Fundamental Subspaces
Mar 01 No Class
Mar 06 Least Squares Problems
Mar 08 Spectral Theory
Mar 13 Singular Value Decomposition
Mar 15 Applications of SVD
Mar 20 Convex Sets
Mar 22 Convex Functions
Mar 27 Convex Optimization Problems I
Mar 29 Convex Optimization Problems II
Apr 03 Duality Theory III
Apr 05 Unconstrained Optimization I
Apr 10 Unconstrained Optimization II
Apr 12 Interior-point Methods I
Apr 17 Interior-point Methods II
Assignments:
Assignment #1 (Due 01/18/07)
Chapter 1: 1-3 (Vanderbei)
Assignment #2 (Due 01/25/07)
Chapter 2: 2,8 by hand (Vanderbei)
Chapter 2: 9-19 (Vanderbei)
Use seed value of 107 on 12 and 13, email results to Sam
Assignment #3 (Due 02/01/07)
Chapter 3: 1-7 (Vanderbei)
Assignment #4 (Due 02/08/07)
Chapter 4: 1,4 (Vanderbei)
Chapter 5: 1,4,5,7,8,16,17 (Vanderbei)
Assignment #5 (Due 02/15/07)
Chapter 6: 2 (Vanderbei)
Chapter 7: 1 (Vanderbei)
Chapter 8: 1a-b (Vanderbei)
Chapter 11: 1,3 (Vanderbei)
Chapter 18: 1 (Vanderbei)
Chapter 22: 1 (Vanderbei)
Extra Credit 7: 4,8,9
Assignment #5 (Due 03/06/07)
Problem set, Inner product spaces
Assignment #6 (Due 03/15/07)
Problem set, Eigenvalues, 1-12 plus labs
Assignment #7 (Due 03/27/07)
Problem set, Eigenvalues, 13 and up
Assignment #8 (Due 04/03/07)
Chapter 2: 10(a),12,18,21,23,24 (Boyd)