22m174 - 22M:174/22C:174 Optimization Techniques Spring...

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Unformatted text preview: 22M:174/22C:174 Optimization Techniques Spring 2012 This course will cover theory and (computational) practice for dealing with optimization problems with continuous (rather than discrete) variables, with and without constraints. These problems have immense practical significance in engi- neering design, management practice, and economics. Contact/class information Instructor: Dr. David Stewart Phone: 335-3832 Email: [email protected] WWW URL: http://www.math.uiowa.edu/~dstewart/ Office hours: 10:00am–11:30am MW Class times: 1:30pm–2:20pm MWF Class location: 205 MLH You can see me outside the office hours provided it is mutually convenient. This course will use ICON ; go to http://icon.uiowa.edu/ and log in with your HawkID and password. Textbook Numerical Optimization , 2nd Edition by S. Wright and J. Nocedal, which is pub- lished by Springer. Syllabus • Unconstrained optimization theory • Convex functions and convex sets • Algorithms for unconstrained optimization 1 – Steepest descent – Newton and quasi-Newton methods – line search and trust region “globablization” techniques – Conjugate gradient methods • Constrained optimization theory (Kuhn–Tucker conditions) • Special problems: – Linear programming – Quadratic programming • Algorithms for constrained optimization If there is time I will start looking at dynamic optimization problems and optimal control. Assessment There will be one exam (30%), some sets of homework (40% total) (some of which may involve programming), and a programming assignment (30%). A “+/– ” grading system will be used for the final grades for this course. Notes on programming and writing reports Since this is a course on optimization techniques you will need to be able to pro- gram. I recommend MATLAB TM , and I will give examples and codes in MAT- LAB. But you are free to use almost any other language (e.g., Fortran, C/C++, Java, Pascal). If you have another language in mind, please just check with me....
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This note was uploaded on 04/01/2012 for the course 22M 174 taught by Professor Davidstewart during the Spring '12 term at University of Iowa.

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22m174 - 22M:174/22C:174 Optimization Techniques Spring...

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