5630 Numerical Optimization
Spring 2009

Instructor: 	Allan Struthers

Office: 		Fisher 212

Phone: 		487-3541

E-mail: 		struther@mtu.edu

Webpage: 	www.math.mtu.edu/~struther/Courses/5630

My Calendar;	http://huskymail.mtu.edu/home/struther/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 
Jorge Nocedal and Stephen Wright.
ISBN : 0387303030
This text is available from the library to any mtu IP address as a 'pdf" file.  Buy it or print it.  We will be working through this text.

Handbook of test problems in local and global optimization 
Call Number: 	TP155.2.M34 H36 1999
On reserve under MA5630.

Coding:

You will be expected to implement many of the algorithims discused in the class. You can use MathLab, Mathematica, or C.  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 .

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

Meeting Times: The course meets M/W/F 11 - 12  in Fisher 327b.