| Math 408 Section A |
WINTER 2013 |
| NONLINEAR OPTIMIZATION
|
| Instructor: |
James Burke |
|
E-Mail: |
burke(at)math(dot)washington(dot)edu |
| Phone: |
543-6183 |
|
Hours: |
MW 2:30--3:30pm |
| Office: |
C-443 Padelford |
|
|
& by appointment |
Prerequisites: |
Math (308 or 318) & (327 or 334) |
|
Classroom: |
LOW 113
|
| TA: |
Jiashan Wang |
|
Office: |
PDL C-552 |
| E-Mail: |
jsw1119(at)math(dot)washington(dot)edu |
|
Hours: |
Th 4:30-6:30pm |
URL for the course website:
- http://www.math.washington.edu/~burke/crs/408/
Course Content:
A mathematical optimization problem is one in which a given function is either
minimized or maximized relative to some set or range of choices available
in a given situation.
Optimization problems arise in a multitude of ways as a means of
solving problems in engineering
design, portfolio design, system management, parameter estimation,
statistics, and in the modeling of physical and behavioral phenomena.
Math 408 is an introductory course in numerical methods for
continuous optimization in finite dimensions.
This field of study is often refered to as mathematical programming,
and within this field we will focus on nonlinear programming.
Background and Prerequisites:
This course requires a background in multi-variable calculus. In order
to succeed you will need to be conversant with the differential
properties of smooth vector valued mappings
In particular, you will need to know properties of the gradient
and Hessian. Moreover, some background in linear algebra is
also required. In particular, you will need to know some results
concerning the eigenvalue decomposition of a symmetric matrix,
Gaussian elimination (LU
factorization), and Gram--Schmidt orthogonalization (QR
factorization). However, I do not expect everyone to have the
the same level of preparation. Consequently, all of the material
discussed above will be reviewed with most proofs omitted.
Grading:
Quizzes:
There are 8 fifteen minute quizzes. The
quizzes are given each Friday except Friday February 15. The
quizzes cover the homework of the previous week. The potential content of
the quiz will be announced the Wednesday before the quiz.
Each quiz is worth 75 points.
Your top 6 quiz scores
count toward your grade.
Midterms:
There is one midterm: Friday, February 15. The
content of the midterm will be discussed in advance and a sample midterm
will be distributed before the exam. The midterm is worth 250 points.
Final Exam:
The final exam is to be given on Monday, March 18
from 8:30 to 10:20 am. The final exam is comprehensive. A sample final exam
will be distributed. The final exam is worth 300 points.
Final Grade: The total number of possible points is 1000:
450 quiz pts
250 midterm pts 300 final
exam pts 1000 points. |
Your final grade will be based on these points.
One class curve is computed
after the final exam has been scored.
Time Conflicts with an Exam:
There will be no make-up quizzes or exams except
in the case of a documented emergency.
In the event of an unavoidable conflict with a midterm
(an athletic meet,
wedding, funeral, etc...), you must notify me as soon as you are
aware of the conflict (a minimum of 1 week prior to the exam date)
so that we can arrange for you to take the exam BEFORE the
actual exam date. In the event of an unavoidable conflict with the final
exam, you will need to submit a written petition for this purpose to me
by Friday,
March 1, or as soon as you are aware of the conflict.
Incomplete:
A grade of Incomplete will be given only
if a student is doing satisfactory
work up until the end of the quarter, and then misses the final exam due to
a documented medical or family emergency.
Important Dates:
Holidays:
January 21, Martin Luther King Day:
February 18, Presidents Day.
Last Day of Class: Friday, March 15.
Midterm Date: Friday, February 15.
Final Exam: Monday, March 18, 8:30-10:20 am.