MATH 110A LEC A: OPTMIZATION I (44642)
Meeting Information |
Instructor Information |
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Tu, Th 3.00 - 3.50 pm at MM 116 Links to an external site. |
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Textbook Links to an external site.
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An Introduction to Optimization (4th edition) Links to an external site.by Chong, Edwin KP and Zak, Stanislaw H
We will cover Part II except Ch 13. Read Part I (Math background) by yourself.
- Main reference: Numerical Optimization (electronic version) by J. Nocedal and S. Wright.
Main Topics
- Basics (Ch 6)
- Line Search (Ch 7)
- Gradient Methods (Ch 8)
- Newton's Method (Ch 9)
- Conjugate Gradient Methods (Ch 10)
- Quasi-Newton Methods (Ch 11)
- Least Square Solvers (Ch 12)
- Global Search Algorithms (Ch 14)
Homework and Exams
- 5 homework
- 3 projects
- 1 mid exam (Mon Nov 4, 2019 12:00 - 12:50)
- 1 final exam (Mon Dec 9, 2019 1:30 - 3:30 )
Mid-exam: 25%; Final Exam: 35%; Homework and Project: 40%.
Course Summary:
Date | Details | Due |
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Fri Sep 27, 2019 | Calendar Event Introduction and examples | 12pm to 12:50pm |
Mon Sep 30, 2019 | Calendar Event Examples | 12pm to 12:50pm |
Wed Oct 2, 2019 | Calendar Event Level set and local minimizer | 12pm to 12:50pm |
Fri Oct 4, 2019 | Calendar Event Conditions | 12pm to 12:50pm |
Mon Oct 7, 2019 | Calendar Event FONC, SONC, SOSC | 12pm to 12:50pm |
Tue Oct 8, 2019 | Assignment Homework 1 | due by 11:59pm |
Wed Oct 9, 2019 | Calendar Event Gradient method | 12pm to 12:50pm |
Fri Oct 11, 2019 | Calendar Event Steepest descent method | 12pm to 12:50pm |
Mon Oct 14, 2019 | Calendar Event Convergence of GD | 12pm to 12:50pm |
Wed Oct 16, 2019 | Calendar Event Convergence of SD | 12pm to 12:50pm |
Thu Oct 17, 2019 | Assignment Homework 2 | due by 11:59pm |
Fri Oct 18, 2019 | Calendar Event Golden section method | 12pm to 12:50pm |
Mon Oct 21, 2019 | Calendar Event Search in 1-D | 12pm to 12:50pm |
Wed Oct 23, 2019 | Calendar Event Conjugate gradient method: introduction | 12pm to 12:50pm |
Fri Oct 25, 2019 | Calendar Event Q-orthogonal projection | 12pm to 12:50pm |
Mon Oct 28, 2019 | Calendar Event Conjugate gradient method: Gram-Schimit process | 12pm to 12:50pm |
Tue Oct 29, 2019 | Assignment Project 1 | due by 11:59pm |
Wed Oct 30, 2019 | Calendar Event CG: recursive formulae | 12pm to 12:50pm |
Fri Nov 1, 2019 | Calendar Event Review | 12pm to 12:50pm |
Mon Nov 4, 2019 | Calendar Event Mid Exam | 12pm to 12:50pm |
Tue Nov 5, 2019 | Assignment Homework 3 | due by 11:59pm |
Wed Nov 6, 2019 | Calendar Event Newton's method | 12pm to 12:50pm |
Fri Nov 8, 2019 | Calendar Event Modified Newton’s method | 12pm to 12:50pm |
Mon Nov 11, 2019 | Calendar Event Holiday: no class | 12pm to 12:50pm |
Wed Nov 13, 2019 | Calendar Event Quasi-Newton method | 12pm to 12:50pm |
Fri Nov 15, 2019 | Calendar Event Rank-one and rank-two formulae | 12pm to 12:50pm |
Mon Nov 18, 2019 | Calendar Event Quasi-Newton property | 12pm to 12:50pm |
Wed Nov 20, 2019 | Calendar Event BFGS | 12pm to 12:50pm |
Thu Nov 21, 2019 | Assignment Homework 4 | due by 11:59pm |
Fri Nov 22, 2019 | Calendar Event BFGS and Woodbury formulae | 12pm to 12:50pm |
Mon Nov 25, 2019 | Calendar Event Least square problem | 12pm to 12:50pm |
Wed Nov 27, 2019 | Calendar Event Over determined system | 12pm to 12:50pm |
Fri Nov 29, 2019 | Calendar Event Holiday: no class | 12pm to 12:50pm |
Mon Dec 2, 2019 | Calendar Event Pseudo inverse and Kaczmarz algorithm | 12pm to 12:50pm |
Assignment Project 2 | due by 11:59pm | |
Wed Dec 4, 2019 | Calendar Event Convergence of Kaczmarz method | 12am to 12:50pm |
Thu Dec 5, 2019 | Assignment Homework 5 | due by 11:59pm |
Mon Dec 9, 2019 | Calendar Event Final Exam | 1:30pm to 3:30pm |
Assignment Curved grade | ||
Assignment Final | ||
Assignment Mid Exam |
This course content is offered under a Public Domain
Links to an external site. license. Content in this course can be considered under this license unless otherwise noted.