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 |
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Textbook
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An Introduction to Optimization (4th edition) 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:
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This course content is offered under a Public Domain license. Content in this course can be considered under this license unless otherwise noted.