Simon Fraser University
Engaging the World

Course Outlines

Spring 2021 - MATH 309 D100

Continuous Optimization (3)

Class Number: 3643

Delivery Method: Remote

Overview

  • Course Times + Location:

    Jan 11 – Apr 16, 2021: Mon, Wed, Fri, 10:30–11:20 a.m.
    Burnaby

  • Exam Times + Location:

    Apr 23, 2021
    Fri, 7:00–10:00 p.m.
    Burnaby

  • Prerequisites:

    MATH 232 or 240, and 251.

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:


This course will be delivered online. You are expected to have access to a reliable internet connection. You will need a computer from which you can download course materials and activities and watch live and/or recorded lectures and participate in live tutorials or workshops.

You will need a camera to take photographs of your work. A phone is acceptable.

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

  •  Lecture: synchronous- lectures will be held at fixed times, on-line
  •  Midterm(s): synchronous; date: TBA
  •  Final exam: synchronous; date: TBA

Grading

  • Assignments/Quizzes 35%
  • Midterm 25%
  • Final Exam 40%

NOTES:

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


Materials

MATERIALS + SUPPLIES:

Required: 

  • Access to strong and reliable internet.
  • Ability to scan documents (phone app acceptable)
  • Access to webcam and microphone (embedded in computer sufficient)

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 SPRING 2021

Teaching at SFU in spring 2021 will be conducted primarily through remote methods. There will be in-person course components in a few exceptional cases where this is fundamental to the educational goals of the course. Such course components will be clearly identified at registration, as will course components that will be “live” (synchronous) vs. at your own pace (asynchronous). Enrollment acknowledges 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. To ensure you can access all course materials, we recommend you have access to a computer with a microphone and camera, and the internet. In some cases your instructor may use Zoom or other means requiring a camera and microphone to invigilate exams. If proctoring software will be used, this will be confirmed in the first week of class.

Students with hidden or visible disabilities who believe they may need class or exam accommodations, including in the current context of remote learning, are encouraged to register with the SFU Centre for Accessible Learning (caladmin@sfu.ca or 778-782-3112).