TA: Long Hei lhei@ece.northwestern.edu
Office Hours: Tue, Wed: 3-4pm Rm
L375
Exam dates: May 2 and June 2
Homeworks A homework will be assigned every week.
No late homeworks will be accepted
(except for special cases like medical emergencies, etc)
homework I due
April 6
homework 2 due April 13
homework 3 due April 20
homework 4 due April 27
homework 5 due May 4
homework 6 due May 11
homework 7 due May 23
homework 8 due
May 30
Goals:
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
Grading policy: homeworks:
40%, Exam 1: 30%, Exam 2: 30%
The text book is Numerical Optimization, by J. Nocedal and S. Wright, Springer Verlag, 1999. 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.
Course Outline
