Spring 2020, MATH T680:   Methods of Nonlinear Optimization

Instructor: Thomas Yu, email: yut@drexel.edu , office: Korman 268, office hours: Monday, Tuesday, Thursday 4:00-5:30p.m

Course Info. and Syllabus

Assigned Textbook and lecture slidesAmir Beck, Introduction to Nonlinear Optimization

Reference:

  1. Jorge Nocedal and Stephen Wright, Numerical Optimization, 2nd edition
  2. Stephen Boyd and Lieven Vandenberghe, Convex Optimization

Pre-requisite: Linear Algebra, Multivariate Calculus

Grading policy: 80% HW, 20% a final oral exam

Lecture notes:

Week 1-2: Beck's Lecture 4 with annotations and my additional notes for Week1

Week 3: Beck's Lecture 5 with annotations

Week 4: Beck's Lecture 6 with annotations

Week 5: Lecture 7 with annotations (cover only slides 1-10 & 32), Lecture 8 with annotations

Week 6: Lecture 8 continued (skip Chebyshev Center and Markowitz Portfolio Selection problems), Lecture 9 with annotations

Week 7: Lecture 10 with annotations

Week 8: Lecture 11 with annotations (skip constrained least square and total least square)

Week 9: Lecture 12 with annotations

Assignments:

HW#1 (due Wednesday April 22)

HW#2 (due Friday May 1)

HW#3 (due Tuesday May 12)

HW#4: Problem 8.5, Page 168 (due Wednesday May 20, see instructions in email.)

HW#5 (similar to HW#4 please schedule with me a 45 mins presentation on either June 1 or 2 by 5p.m. Friday May 29.) Use HW5.m for generating the test data.

HW#6

Policies:

Lateness and Absence

Midterm and final exams makeups will not be allowed, except for the REAL emergencies. Those should be communicated to (and agreed to by) me ahead of time whenever possible. If not possible it will have to be supported by a solid evidence.

Withdrawing from the course

You may withdraw from the course up to the last day of the sixth week of class. If you do not withdraw by then, you will receive a grade for the course.

Academic Honesty

The university's Academic Honesty policy is in full effect for this course. Please read Section 11: "Academic Honesty" in the Drexel University Student Handbook to make sure you are familiar with this policy.