Math 4420/5420 - Optimization - Spring 2017
Dr. Radu C. Cascaval

 

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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    

 

 

 

 
 

 

 

 

 

 

 

 

 

 

 

 

 
 

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