Fall 2019 - MATH 309 D100
Continuous Optimization (3)
Class Number: 4087
Delivery Method: In Person
Overview
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Course Times + Location:
Sep 3 – Dec 2, 2019: Mon, 9:30–10:20 a.m.
BurnabySep 3 – Dec 2, 2019: Wed, 9:30–10:20 a.m.
BurnabySep 3 – Dec 2, 2019: Fri, 9:30–10:20 a.m.
Burnaby -
Exam Times + Location:
Dec 4, 2019
Wed, 12:00–3:00 p.m.
Burnaby
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Instructor:
John Stockie
jstockie@sfu.ca
1 778 782-3553
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Prerequisites:
MATH 232 or 240, and 251.
Description
CALENDAR DESCRIPTION:
Theoretical and computational methods for investigating the minimum of a function of several real variables with and without inequality constraints. Applications to operations research, model fitting, and economic theory. Quantitative.
COURSE DETAILS:
Basic Review:
- Elements of Analysis and Topology
- Elements of Linear Algebra
Unconstrained Optimization:
- Necessary and sufficient conditions
- Overview of line search methods
- Conjugate gradient methods
- Newton's methods
- Quasi-Newton methods
Constrained Optimization:
- First-order and second-order optimality conditions
- Penalty, barrier, and augmented Lagrangian methods
- Quadratic programming
Attendance: Attendance in lectures is expected. In the event that you miss a class, it is your responsibility to obtain the material from another student. Notes and textbook readings will regularly be assigned before class, and it is ABSOLUTELY VITAL that you read this material in advance of class so that you are prepared to understand new concepts and to ask focused questions about material that is not clear to you.
Homework: Homework will be assigned approximately every two weeks and assignments will be posted on the course Canvas container. Homework must be submitted on the due date and any late submission will be assigned a grade of ZERO, with no exceptions. To account for unforeseen circumstances due to medical or other reasons, every student's lowest homework grade will be omitted from their homework grade calculation. Although you are encouraged to collaborate with your classmates on the homework and to learn from each other, your submitted solutions must be your own work and any copying or plagiarism will be dealt with strictly according to the University's Academic Integrity Policies.
Midterm Test and Final Exam: There will be one midterm test and one final exam. The midterm test is tentatively scheduled for October 23, during lecture. NO makeup test will be given, so that in case you miss a midterm test for a documented medical reason the midterm portion of your grade will be transferred to the final exam.
Grading
- Homework (Bi-weekly, weighted equally) 25%
- Midterm 25%
- Final Exam 50%
NOTES:
Academic Dishonesty: Academic dishonesty is considered a serious offense at Simon Fraser University. Students caught cheating will face an administrative sanction, which may include failure of the course or even expulsion from the university.
Materials
REQUIRED READING:
Numerical Optimization (Springer Series in Operations Research and Financial Engineering) (Hardcover) by Jorge Nocedal and Stephen J. Wright, published by Springer; 2nd ed. edition (July 27, 2006)
ISBN: 9780387303031
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