5630 Numerical Optimization:
Spring 2007 

Instructor:	Allan Struthers
Office:	Fisher 206
Phone:	487-3541
e-mail:	struther@mtu.edu

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

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 will be some students in the class with little programming experience.  I will run a "Programming Boot Camp"  for these students at the start of the course.

Meeting Times:

The course meets M/W/F 8-9am.

Prerequisites:

MA4330 or MA4610 or MA5627 or MA4630 or consent of instructor.