Simon Fraser University
Engaging the World

Course Outlines

Fall 2021 - MATH 309 D100

Continuous Optimization (3)

Class Number: 7771

Delivery Method: In Person

Overview

  • Course Times + Location:

    Sep 8 – Dec 7, 2021: Mon, Wed, Fri, 9:30–10:20 a.m.
    Burnaby

  • Exam Times + Location:

    Dec 14, 2021
    Tue, 3:30–6:30 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 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.

COURSE DELIVERY

  •  Midterm(s): synchronous; date: TBA
  •  Final exam: synchronous; date: TBA

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.

Materials

REQUIRED READING:

Nonlinear Optimization
by Francisco J. Aragón; Miguel A. Goberna; Marco A. López; Margarita M.L. Rodríguez
Published by Springer, 2019.
ISBN: 9783030111847

Registrar Notes:

ACADEMIC INTEGRITY: YOUR WORK, YOUR SUCCESS

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

TEACHING AT SFU IN FALL 2021

Teaching at SFU in fall 2021 will involve primarily in-person instruction, with approximately 70 to 80 per cent of classes in person/on campus, with safety plans in place.  Whether your course will be in-person or through remote methods will be clearly identified in the schedule of classes.  You will also know at enrollment whether remote course components will be “live” (synchronous) or at your own pace (asynchronous).

Enrolling in a course acknowledges that you are able to attend in whatever format is required.  You should not enroll in a course that is in-person if you are not able to return to campus, and should be aware that remote study may entail different modes of learning, interaction with your instructor, and ways of getting feedback on your work than may be the case for in-person classes.

Students with hidden or visible disabilities who may need class or exam accommodations, including in the context of remote learning, are advised to register with the SFU Centre for Accessible Learning (caladmin@sfu.ca or 778-782-3112) as early as possible in order to prepare for the fall 2021 term.