Term 2 of 2011-2012, ICCS 206, 2–3:30.
Michael P. Friedlander, CS 221, (firstname.lastname@example.org). Office hours TBD.
The main algorithms for the numerical solution of unconstrained and constrained optimization problems. Emphasis on the computational aspects of solving large-scale problems that arise in practice. Unconstrained optimization, linear and quadratic programs, least-squares (including regularization), nonlinearly constrained optimization. Optimality conditions. Newton and quasi-Newton, sequential quadratic programming, penalty function and interior-point methods.
No official prerequisites. Students are expected to have a solid background in linear algebra and have to have taken a standard sequence of calculus courses. Please talk to me if you are in doubt.
No official textbook. These are useful references:
Homework and exams
The homeworks, midterm exam, and final project will contribute equally to your final grade.