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Summer 2008 Math 513R 001

What, When, and Where:

Course Description:

Numerical Methods for Optimization: Convex Analysis, Convex Optimization, Least Squares, Linear Programming, Unconstrained Optimization, Constrained Optimization, Optimal Control, Dynamic Programming.

Lectures and Labs:

MWF 08:00a - 09:50a 299 TMCB (Lectures)
TuTh 08:00a - 09:50a 244 TMCB (Labs)

Instructors:

Blake Barker
bhbarker@gmail.com
TMCB

Jeffrey Humpherys
jeffh@math.byu.edu
TMCB 306

Brent Kerby
bkerby@math.byu.edu
TMCB

Steve Lutz
steven.lutz@gmail.com
TMCB 300

Dennis Tolley
tolley@byu.edu
TMCB

Jeremy West
jwest@math.byu.edu
TMCB 270

Lab Instructors

Bryant Angelos
McKay Heasley
Ian Fillmore
Spencer Patty
Candice Ward

Email labs in a Word or pdf file to: lab.ta.byu@gmail.com

Office Hours:

MWF 01:00p-03:00p (in room of above instructor who lectured that day)

Grading Scheme:

100% Homework Assignments

Course Schedule: (subject to change)

Steve:
Jun 23 Inner Product Spaces, Review: Definitions, Orthogonal Sets
Jun 25 Inner Product Spaces, Review: Gram-Schmidt, Norms
Jun 27 Inner Product Spaces, Review: Fundamental Subspaces, Projectors, Least Squares

Jeff:
Jun 30 Convex Analysis: Convex Sets
Jul 02 Convex Analysis: Convex Functions, Jensen's Inequality
Jul 04 NO CLASS

Jeremy:
Jul 07 Convex Optimization:
Jul 09 Convex Optimization:
Jul 11 Convex Optimization:

Dennis & Steve:
Jul 14 Advanced Least Squares: Regression
Jul 16 Advanced Least Squares: Generalized Inverse, Recursive Least Squares
Jul 18 Advanced Least Squares: Total Least Squares

Steve:
Jul 21 Unconstrained Optimization: Contraction Mappings, Newton's Method
Jul 23 Unconstrained Optimization: Broyden's Method, Quasi-Newton Methods
Jul 25 Unconstrained Optimization: Conjugate Gradient, General Methods, Line Search

Brent:
Jul 28 Constrained Optimization:
Jul 30 Constrained Optimization:
Aug 01 Constrained Optimization:

Jeff:
Aug 04 Optimal Control:
Aug 06 Optimal Control:
Aug 08 Optimal Control:

Lab Schedule: (subject to change)

Candice:
Jun 24 Matlab
Jun 26 Matlab

Candice:
Jul 01 Least Squares
Jul 03 Least Squares

McKay:
Jul 08 Linear Programming
Jul 10 Linear Programming

Steve:
Jul 15 Least Squares
Jul 17 Least Squares

Bryant:
Jul 22 Netwon
Jul 24 Newton

McKay:
Jul 29 Interior Point
Jul 31 Interior Point

Bryant:
Aug 05 Dynamic Programming
Aug 07 Dynamic Programming

Assignments:

Given in class.