Optimization

Friday 8:00-11:00 Building 507 room 103

Notes: HW Date
Math background, convex functions and single variable optimization   Nov 4,11
Multivariable optimization without constraints: Necessary and sufficient conditions, pages 63-70       HW exercise1  

short partial sol , sol to 3

Nov 18
Multivariable optimization without constraints: Indirect Methods, pages 335-341   Nov 25
Steepest descent, condition number, zig zagging problem and Newton method HW 2  Sol 2 Dec 2
Marqurad methods, Direct Methods - Univariate method.   Dec 9
Conjugate directions - Powell method HW3 Sol3a Sol3b Dec 16
Optimization with equality constraints : Necessary and sufficient conditions HW4        Brief Sol4 Dec 23
Optimization with inequality constraints :KKT conditions HW5   sol  sol2 Dec 30
Convex Programming and Linear Programming :Formulating  HW6  sol   Jan 6
Linear Programming   Jan 13
Linear Programming HW7+sol Jan 20
Review  Review questions - will solve b"h in class Jan 27

Useful links

Background :http://www2.econ.iastate.edu/faculty/hallam/

Recommended books:

1) Linear and Nonlinear Optimization (Second edition)  Griva, Nash, Sofer

2)  Engineering Optimization, S RAO

 

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