TA: Gillian Chin email@example.com
Office Hours: TBD L375
Homeworks A homework will be assigned every week.
The course focuses on the formulation, solution and analysis of nonlinear optimization problems. It illustrates the difference
between well-posed and ill-posed problems, and how the solutions are characterized. Modern techniques for solving nonlinear optimization problems are discussed in detail
The text book is Numerical Optimizationi, 2nd Edition, by J. Nocedal and S. Wright, Springer Verlag, 2006. Most of the topics covered in the course will be based on this book. There will be weekly assignments. Most assignments consist of pencil-and-paper problems and short computer program. Knowledge of computer programming (with any language such as C, C++ or Matlab) is required.
Prerequisites: Multivariable calculus, linear algebra and
computer programming. No prior knowledge of optimization is assumed.