| INSTRUCTOR: |
John Stockie
Office: K10518
Phone: 778-782-3553
E-mail: stockie [at] math.sfu.ca
Web: http://www.sfu.ca/~jstockie/math309/ |
| CLASS TIMES: |
M 9:30-10:20 WMC 3210 |
|
WF 9:30-10:20 C 9000 |
| MY OFFICE HOURS: |
Wednesdays 10:30-12:00
(If you can't see me during this time, then please email me to make an
appointment) |
| TUTORIALS: |
Each of you is assigned to a tutorial section which is run by your
TA:
Aven Bross
(email: abross [at] sfu.ca)
| Tuesday - |
12:30-1:20 |
WMC 2830 (D101) |
| Tuesday - |
1:30-2:20 |
WMC 2830 (D102) |
|
| I strongly encourage you to attend your scheduled
tutorial session. Your TA is available to provide help with
homework questions or explaining material from class. He will also
review homework and midterm solutions if asked. When needed, your TA
may provide additional illustrative examples or supplementary material
to complement what is presented in lectures. |
| PREREQUISITES: |
MATH 240 or 232, and MATH 251. Recommended: MATH 308. |
| TEXTBOOK: |
The required textbook for this course is:
This book has an electronic version that you can access directly through the
SFU Library (just click on the link above). Another excellent book
that I recommend for extra reading is:
|
| | I have placed hard-copies of both books on
reserve in the library and both can also be conveniently accessed as
e-books through the "Library Reserves" tab in Canvas. |
| LECTURES: |
| Attendance in lectures is expected and strongly
recommended. In the event that you miss a class, it is your
responsibility to obtain the material from another student.
Textbook readings or partial lecture notes will regularly be
assigned before lectures, and it is absolutely vital that
you read this material in advance so that you are better prepared
to understand new concepts and to ask targeted questions about
material that may not be clear to you.
|
|
| HOMEWORK: |
| Homework will be assigned bi-weekly and you
will have approximately two weeks to complete each assignment.
Some homework questions will be assigned from the textbook,
with the remaining problems taken from other sources.
Homework is due on Fridays at 12:00 noon and should be
deposited in the appropriate locked submission box outside the
Applied Calculus Workshop (K9503, one floor below the Math Department).
Any late assignment will receive
a mark of zero, with no exceptions. To most easily deal with
unforeseen illness or other problems, I will drop every student's lowest
homework mark when calculating the final homework grade. |
| Some computer programming will be required on assignments.
The language I will use in class is Matlab, which is available to
all students in university computing labs and can also be installed
for home use. Although you are
expected to be able to write your own code from scratch, the
length of the code required will actually be quite short. To
help you to familiarize yourself with Matlab, I
will provide many samples of Matlab code from examples in class
and many assignment questions will involve modifying an existing
Matlab code that is provided to you.
|
|
| TESTS: |
There will be one midterm test held in
class on Wednesday October 23.
No makeup test will be given, so if you miss the midterm
for a documented medical reason then the midterm portion of your grade
will be transferred to the final exam. The final exam is
scheduled for Wednesday December 4 at 12:00pm and will cover
all material in the course. |
| ACADEMIC INTEGRITY: |
Academic dishonesty has no place in a university and I have
zero tolerance for it. All students must understand the meaning
and consequences of cheating, plagiarism and other academic
offences identified under
the SFU
Student Academic Integrity Policy. Cheating
includes, but is not limited to:
- Handing in assignment solutions copied from other
sources such as solution manuals, other students' work,
on-line sources, etc.
- Using calculators or unauthorized reference materials
during tests or examinations, unless they are explicitly
allowed.
- Looking at the work of other students during
examinations.
|
|
In all of these cases, all students involved in the act will
receive a mark of zero for the entire work in question. The
Chair of the Mathematics Department will be notified and the
incident will be noted in your official academic record. Further action
may also be taken as outlined in the
SFU
Student Academic Integrity Procedures.
|
|
| OUTLINE: |
(below is the official outline for Fall 2019, which may
differ slightly from what is posted elsewhere on other SFU web
pages) |
| This course covers elementary aspects of the theory, numerical
algorithms, and practical applications of convex optimization,
which refers to finding maxima/minima of a function of several real
variables with or without (in)equality constraints. Examples will be
drawn from applications in scheduling and assignment, image
reconstruction, signal processing, economics, and engineering design. An
essential component of this course will be understanding optimization
algorithms (mostly implemented in Matlab) and using them to solve
real problems.
Below is a rough outline of topics to be covered along with
pointers to relevant sections of the textbook. Additional examples
and material will be added as required from the text and other
sources. |
- Review of basic concepts:
- Elements of multivariable calculus, analysis and topology (App. A)
- Elements of linear algebra (App. A)
- Introduction to Matlab programming
- Unconstrained optimization:
- Necessary and sufficient conditions for an optimum (Chs. 1-2)
- Line search methods (Ch. 3)
- Conjugate gradient methods (Ch. 5)
- Newton-type methods (Sec. 7.1)
- Quasi-Newton methods (Chs. 6-7)
- Constrained optimization:
- First- and second-order optimality (KKT) conditions (Ch. 12)
- Quadratic programming (Ch. 16)
- Penalty, barrier and augmented-Lagrangian methods (Ch. 17)
- Sequential quadratic programming (Ch. 18)
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