# Computational methods in optimization

## Announcements

- 2017-03-21
- Project details posted
- 2017-02-27
- Homework 7 will be due by Friday 2017-03-03 (submit on Blackboard, per the standard class extension).
- 2017-02-20
- Homework 6 will be due by Friday 2017-02-24 (submit on Blackboard, per the standard class extension).
- 2017-02-11
- Homework 5 will be due by Friday 2017-02-17 (submit on Blackboard, per the standard class extension).
- 2017-02-05
- Homework 4 will be due by Friday 2017-02-10 (submit on Blackboard, per the standard class extension).
- 2017-01-27
- Homework 3 will be due by Friday 2017-02-03 (submit on Blackboard, per the standard class extension).
- 2017-01-21
- Homework 2 will be due by Friday 2017-01-27 (submit on Blackboard, per the standard class extension).
- 2017-01-12
- Homework 1 will be due by Friday 2017-01-20 (submit on Blackboard).
- 2017-01-09
- Please complete the intro survey by class on 2017-01-13
(submit on blackboard)

## Overview

This course is a introduction to optimization for graduate students
for those in any computational field.

It will cover many of the fundamentals of optimization and is a good
course to prepare those who wish to *use* optimization in their
research and those who wish to become *optimizers* by developing
new algorithms and theory. Selected topics include:

- newton, quasi-newton, and trust region methods for unconstrained problems
- linear programming
- constrained least squares problems
- convex optimization

## Prerequisties

We'll assume you've had some background in numerical linear algebra
and rely on that subject heavily. Students with a background in
mathematical analysis may be able to appreciate some of the more
theoretical results as well.

### Books and reading materials

The following textbook is required:

Numerical Optimization. Jorge Nocedal and Stephen J. Wright.
2nd edition. Springer, 2006. Available online! doi:10.1007/978-0-387-40065-5

### Coursework

This class is a lecture class. Students are expected to attend lectures,
and there will be regular homeworks. There will be a midterm exam and a final project.