Math 4420/5420 - Optimization - Spring 2017
Dr. Radu C. Cascaval
Home
Syllabus
Assignments
Exam Info
MATLAB
Links
Date
Section
Homework Problems
Due Date
Due Date
Jan 18
Introduction
Jan 23
2.1
Chapter 2: 2.1, 2.2, 2.3, 2.7, 2.9
HMW 1 DUE
Wed, Feb 1
Jan 25
2.2
Chapter 2: 2.14, 2.15
Jan 30
no class
Feb 1
2.2
Feb 6
3.1
Chapter 3: 3.1 (use
hmw1sample.m
), 3.2, 3.4, 3.5
HMW 2 DUE
Wed, Feb 15
Feb 8
3.2, 3.3
Chapter 3: 3.7 or 3.8 (your pick)
Feb 13
3.3 (cont)
Feb 15
3.4
Modify
curvefittingSD.m
by replacing Steepest Desc. with BFGS
Feb 20
5.1
Chapter 5: 5.2, 5.4
HMW 3 DUE
Feb 22
5.2
Chapter 5: 5.8, 5.11, 5.12
Wed, Mar 1
Feb 27
Mar 1
Mar 6
6.1, 6.2
Chapter 6: 6.1, 6.2, 6.4, 6.6, 6.8
HMW 4 DUE
Mar 8
6.3
Mon, Mar 13
Mar 13
Mar 15
Midterm Exam
Mar 20
Solutions to Midterm Exam
Mar 22
Chapter 10: (Nonlinear) Least Square Approximation
Mar 27
Spring Break
Mar 29
Apr 3
Introduction to Constrained Optimization
Apr 5
Chapter 12: 12.9, 12.11, 12.13, 12.15
HMW 5 DUE
Wed, Apr 12
Apr 10
KKT Condition
Apr 12
2nd order Necessary and Sufficient Conditions
Apr 17
Applications of KKT
Apr 19
Linear Programming
Chapter 13: 13.1, 13.5, 13.9
HMW 6 DUE
Fri, Apr 28
Apr 24
Linear Programming (cont). Simplex Method
Apr 26
SImplex Method (cont)
May 1
Review for Final
May 3
Review for Final
Dec 11
Final Exam