Office Hours

• Wednesday and Friday: 1:30-2:30pm, MSB 3226.
• TA: Ning Liu (ningliu@math.ucdavis.edu) MSB 2137
  Office hours: Monday(1:30-2:30pm)& Tuesday(12:30-1:30pm)
  

Pre-requisite MAT 21C and 67(or 22A/108)

Text Nonlinear Optimization with Engineering Applications, by Bartholomew-Biggs, 2008.

Topics

• Theory of unconstrained optimization (Chap 2,4,12)
• Steepest descent (Chap 7)
• Wolfe's theory (Chap 8)
• Newton and Trust Region methods (Chap 9)
• Conjugate gradient methods (Chap 11)
• Theory of constrained optimization (Chap 16, 17, 20, 24)
• Penalty methods (Chap 18)
• Sequential quadratic programming (Chap 19)
• Barrier methods (Chap 22)
• Interior point methods (Chap 23)

Examinations

• Midterms: Oct 19 (Friday) and Nov 14 (Wednesday)
• Final:Thu. Dec.13 at 10:30am

Grades homework (10%), 2 midterms (40%), Final (50%).

You can create a computer account that gives you access to matlab/maple toolboxes.