Fall 2022 - MATH 309 D100

Continuous Optimization (3)

Class Number: 6298

Delivery Method: In Person

Overview

  • Course Times + Location:

    Tu 10:30 AM – 12:20 PM
    WMC 2202, Burnaby

    Fr 10:30 AM – 11:20 AM
    WMC 2202, Burnaby

  • Exam Times + Location:

    Dec 10, 2022
    12:00 PM – 3:00 PM
    SSCC 9000, Burnaby

  • Prerequisites:

    MATH 232 or 240, and 251, all with a minimum grade of C-.

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:

TOPICS COVERED

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: Lecture attendance is required, and open lab attendance is strongly encouraged. In the event that you miss a class, it is your responsibility to get the material from another student. It is absolutely vital that you read the assigned material in advance so that you may be well prepared to understand the concepts when presented in class or to ask focused questions about concepts that are not yet clear to you.  

Homework: Homework assignments will be announced in lectures and will also be posted on the course Canvas. They should be completed by the indicated due dates. Homework will be collected in lecture on the due dates. Late homework submission will not be accepted. If you are unable to submit your homework in the lecture for some understandable reasons, you should contact me in advance to see if you are allowed to submit it before the due date. The homework assignments will comprise substantial portion of your grade and you will be expected to take them seriously and to write them up neatly. Zero point will be given for those who copy or duplicate the others' homework or work. Please make every effort to complete all the assigned exercises. The assigned exercises will be also used as a resource for constructing your exams.

Exams: There will be one midterm exam as well as one final exam. NO makeup exam will be given. A missed midterm exam, due to your own health related problems, will have its percentage added to the final exam, provided a medical certificate is received.

Grading

  • Project 10%
  • Homework 20%
  • Midterm 30%
  • Final Exam 40%

NOTES:

THE INSTRUCTOR RESERVES THE RIGHT TO CHANGE ANY OF THE ABOVE INFORMATION.

Students should be aware that they have certain rights to confidentiality concerning the return of course papers and the posting of marks. Please pay careful attention to the options discussed in class at the beginning of the semester.

REQUIREMENTS:

This course is delivered in person, on campus. Should public health guidelines recommend limits on in person gatherings, this course may include virtual meetings. As such, all students are recommended to have access to strong and reliable internet, the ability to scan documents (a phone app is acceptable) and access to a webcam and microphone (embedded in a computer is sufficient).

Materials

REQUIRED READING:

Nonlinear Optimization
by Francisco J. Aragón; Miguel A. Goberna; Marco A. López; Margarita M.L. Rodríguez
Published by Springer, 2019.

*Note: you can download this text on the publisher's website or from the SFU Library.
ISBN: 9783030111847

REQUIRED READING NOTES:

Your personalized Course Material list, including digital and physical textbooks, are available through the SFU Bookstore website by simply entering your Computing ID at: shop.sfu.ca/course-materials/my-personalized-course-materials.

Registrar Notes:

ACADEMIC INTEGRITY: YOUR WORK, YOUR SUCCESS

SFU’s Academic Integrity website 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