Simon Fraser University
Engaging the World

Course Outlines

Fall 2026 - MATH 309 D100

Continuous Optimization (3)

Class Number: 4485

Delivery Method: In Person

Overview

  • Course Times + Location:

    Sep 9 – Dec 7, 2026: Tue, 10:30 a.m.–12:20 p.m.
    Burnaby

    Sep 9 – Dec 7, 2026: Fri, 10:30–11:20 a.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.

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 and tutorial attendance are required. In the event that you miss a class or a tutorial, it is your responsibility to get the material from another student and to let your instructor know. 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 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 and exams will be written under the assumption that you will have worked, yourself and seriously as a preparation for the exams.

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. If you miss both midterm exams, you will need to obtain permission of the instructor in order to write the final exam. The three exams comprise 80% of your final grade, and preparing for them by attending lectures and tutorials, participating (asking questions) during lectures and tutorials, and working seriously on the homework assignments is crucial for your success in the course.

Grading

  • Homework 20%
  • Midterms (2) 40%
  • 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.

Department Undergraduate Notes:

Final Examinations: Students are expected to remain available for the entire final examination period published in the Academic Calendar. Travel, employment, and other personal commitments should be planned accordingly. Such commitments do not normally constitute grounds for alternative examination arrangements.

Registrar Notes:

ACADEMIC INTEGRITY: YOUR WORK, YOUR SUCCESS

At SFU, you are expected to act honestly and responsibly in all your academic work. Cheating, plagiarism, or any other form of academic dishonesty harms your own learning, undermines the efforts of your classmates who pursue their studies honestly, and goes against the core values of the university.

To learn more about the academic disciplinary process and relevant academic supports, visit: 


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.