I am participating in a workshop ot the IMA in Minneapolis first the first week of class. Dr Gockenbach will be covering those classes for me. I look forward to meeting you all in the second week.
Instructor: Allan Struthers Office: Fisher 212 Phone: 487-3541 e-mail: struther@mtu.edu Web Site: http://www.mathlab.mtu.edu/~struther/Courses/5630_11/ My schedule: https://huskymail.mtu.edu/home/struther@mtu.edu/Calendar.html
- Topics:
- Numerical solution of unconstrained and constrained optimization problems and nonlinear equations. Topics include optimality conditions, local convergence of Newton and Quasi-Newton methods, line search and trust region globalization techniques, quadratic penalty and augmented Lagrangian methods for equality-constrained problems, logarithmic barrier method for inequality-constrained problems, and Sequential Quadratic Programming.
- Text:
- Numerical Optimization 2nd edition by Jorge Nocedal and Stephen Wright.
- ISBN: 0387303030
- Note: Chapter pdfs are free through the mtu library.
- Coding:
- You will be expected to implement many of the algorithims discused in the class. You can use MathLab, Mathematica, C, C++, Java, or Fortran. I will be able to provide the most help with Mathematica and C. There may be some students in the class with little programming experience. I will run a "Programming Boot Camp" for these students in the second week of the course.
- Meeting Times:
- The course meets M/W/F 3-4pm. in F327B
- Prerequisites:
- MA4330 or MA4610 or MA5627 or MA4630 or consent of instructor.