Simon Fraser University
Engaging the World

Course Outlines

Fall 2024 - MATH 309 D100

Continuous Optimization (3)

Class Number: 4004

Delivery Method: In Person

Overview

  • Course Times + Location:

    Sep 4 – Oct 11, 2024: Tue, 10:30 a.m.–12:20 p.m.
    Burnaby

    Oct 16 – Dec 3, 2024: Tue, 10:30 a.m.–12:20 p.m.
    Burnaby

    Sep 4 – Dec 3, 2024: Fri, 10:30–11:20 a.m.
    Burnaby

  • Exam Times + Location:

    Dec 15, 2024
    Sun, 12:00–3:00 p.m.
    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 distributed and collected via Crowdmark. They should be completed by the indicated due dates. Late homeworks will not be accepted, except if there is a valid excuse. The homework assignments comprise a substantial portion of your grade and you are expected to take them seriously and to write them up neatly. Please make every effort to complete all the assigned exercises. The assigned exercises will be also used as a resource for constructing the exam questions. 
 
Exams:There will be two midterm exams and one final exam. Makeup midterm exams will not be given. If you miss an exam for valid and documented reasons, you must contact the instructor as soon as possible

Grading

  • Homework 35%
  • Midterm 25%
  • 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.

Materials

REQUIRED READING:

Nonlinear Optimization with Engineering Applications by Michael Bartholomew-Biggs
New York, NY : Springer US : Imprint: Springer, 2008

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

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

RELIGIOUS ACCOMMODATION

Students with a faith background who may need accommodations during the term are encouraged to assess their needs as soon as possible and review the Multifaith religious accommodations website. The page outlines ways they begin working toward an accommodation and ensure solutions can be reached in a timely fashion.