Simon Fraser University
Engaging the World

Course Outlines

Fall 2019 - APMA 923 G100

Numerical Methods in Continuous Optimization (4)

Class Number: 4139

Delivery Method: In Person

Overview

  • Course Times + Location:

    Sep 3 – Dec 2, 2019: Wed, 12:30–2:20 p.m.
    Burnaby

    Sep 3 – Dec 2, 2019: Fri, 12:30–2:20 p.m.
    Burnaby

Description

CALENDAR DESCRIPTION:

Theory and algorithms of non-linear programming with an emphasis on modern computational considerations. Topics may include: optimality conditions for unconstrained and constrained optimization, gradient methods, conjugate direction methods, Newton method, quasi-Newton methods, penalty and barrier methods, augmented Langrangian methods and interior point methods.

Grading

  • Project 20%
  • Homework (6 in total, equal weighting) 30%
  • Final Exam 50%

Materials

REQUIRED READING:

Introduction to Nonlinear Optimization: Theory, Algorithms, and Applications with MATLAB by Amir Beck (1st edition, SIAM)
Available at the SFU Burnaby library reserves counter and online at SIAM ($66.50 member price).
ISBN: 978-1-61197-364-8

RECOMMENDED READING:

Numerical Optimization by Nocedal & Wright (2nd edition, Springer)  This text is available for download at the SFU library.
ISBN: 0-387-40065-6

First-Order Methods in Optimization by Amir Beck (1st edition, SIAM)
Available online at SIAM ($67.90 member price).
ISBN: 978-1-61197-498-0

Graduate Studies Notes:

Important dates and deadlines for graduate students are found here: http://www.sfu.ca/dean-gradstudies/current/important_dates/guidelines.html. The deadline to drop a course with a 100% refund is the end of week 2. The deadline to drop with no notation on your transcript is the end of week 3.

Registrar Notes:

SFU’s Academic Integrity web site http://www.sfu.ca/students/academicintegrity.html is filled with information on what is meant by academic dishonesty, where you can find resources to help with your studies and the consequences of cheating.  Check out the site for more information and videos that help explain the issues in plain English.

Each student is responsible for his or her conduct as it affects the University community.  Academic dishonesty, in whatever form, is ultimately destructive of the values of the University. Furthermore, it is unfair and discouraging to the majority of students who pursue their studies honestly. Scholarly integrity is required of all members of the University. http://www.sfu.ca/policies/gazette/student/s10-01.html

ACADEMIC INTEGRITY: YOUR WORK, YOUR SUCCESS