Scribd
Upload
40 views1 page

Lno 2017 Syllabus

This document outlines the organization of a course on linear and nonlinear optimization. It is divided into 5 parts that cover mathematical background, characterizing maxima and minima, iterative methods for unconstrained optimization, and iterative methods for constrained optimization. Key topics include conditions for optimality, convex functions, duality, gradient descent methods, Newton's method, conjugate gradients, and quasi-Newton methods. Monthly tests will be given after parts of the course, and a final exam will cover the entire syllabus.

Uploaded by

data science
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
40 views1 page

Lno 2017 Syllabus

This document outlines the organization of a course on linear and nonlinear optimization. It is divided into 5 parts that cover mathematical background, characterizing maxima and minima, iterative methods for unconstrained optimization, and iterative methods for constrained optimization. Key topics include conditions for optimality, convex functions, duality, gradient descent methods, Newton's method, conjugate gradients, and quasi-Newton methods. Monthly tests will be given after parts of the course, and a final exam will cover the entire syllabus.

Uploaded by

data science
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 1

E1

 251  Linear  and  nonlinear  op0miza0on  –  Course  organiza0on  


   
 
Books:  
An  introduc+on  to  op+miza+on  –  Chong  and  Zak    -­‐      Wiley  
Linear  and  nonlinear  programming  –  Luenberger  and  Ye      -­‐  Springer  
Numerical  op+miza+on  –  J.  Nocedal,  S.  J.  Wright  –  Springer  
 
   
 Part  I:      Review  of  mathema0cal  background  
 
Chapter    1        Background  linear  algebra  
Chapter    2          Background  calculus  
 
  Monthly  test  I  
Part  II:      Characteriza0on  of  maxima  and  minima  
 
Chapter    3        Condi+ons  of  maxima  and  minima  for  unconstrained  
                                         op+miza+on  
Chapter    4        Convex  and  quadra+c  func+ons  
 
Chapter    5        Condi+ons  of  maxima  and  minima  for  constrained    
                                         op+miza+on   Monthly  test  II  
Chapter    6        Convex  op+miza+on  problems  and  duality    
 
 
Part  III:      Itera0ve  methods  for  unconstrained  op0miza0on  
 
Chapter    7            Line  search  methods    
Chapter    8        Method  of  steepest  descent    and      Newton’s  method      
Chapter    9      Method  of  conjugate  direc+ons       Monthly    test  III  
Chapter    10      Quasi-­‐Newton  method  
 
 
Part  V:      Itera0ve  methods  for  constrained  op0miza0on  
 
Chapter    11      Linear  programming    
Chapter    12    Itera+ve  methods  for  nonlinear  constrained  op+miza+on  
   
 
The  final  exam  will  include  the  en0re  syllabus.  

You might also like