Fall 2025 - APMA 923 G100
Numerical Methods in Continuous Optimization (4)
Class Number: 6022
Delivery Method: In Person
Overview
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Course Times + Location:
Sep 3 – Dec 2, 2025: Wed, Fri, 10:30 a.m.–12:20 p.m.
Burnaby
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Instructor:
Manfred Trummer
trummer@sfu.ca
1 778 782-3378
Office: K10527
Description
CALENDAR DESCRIPTION:
Theory and algorithms of non-linear programming with an emphasis on modern computational considerations. Topics may include: optimality conditions for unconstrained and constrained optimization, gradient methods, conjugate direction methods, Newton method, quasi-Newton methods, penalty and barrier methods, augmented Lagrangian methods and interior point methods.
COURSE DETAILS:
- Math preliminaries
- Unconstrained Optimization
- Gradient descent methods
- Newton’s method, Secant-type methods
- Convexity, Convex Optimizations
- Duality, KKT Condition
- Proximal Gradient Method
- Applications
Grading
- Homework 40%
- 2 quizzes 40%
- Project 20%
NOTES:
Homework: A mix of theoretical and coding exercises. While you are encouraged to work in groups, I must be convinced that the work you hand in is mostly your own.
Project: The course project will consist of a short written report and a presentation to the class. The report must be handed in prior to the presentation.
There is no final exam.
Materials
MATERIALS + SUPPLIES:
Partial lecture notes will be made available.
RECOMMENDED READING:
Introduction to Nonlinear Optimization: Theory, Algorithms, and Applications with MATLAB by Amir Beck (1st edition, SIAM).
Available at the SFU Burnaby library reserves counter and online at SIAM ($66.50 member price).
ISBN: 9781611973648
Numerical Optimization by Nocedal & Wright (2nd edition, Springer).
This text is available for download at the SFU library.
ISBN: 0387400656
First-Order Methods in Optimization by Amir Beck (1st edition, SIAM)
Available online at SIAM ($67.90 member price).
ISBN: 9781611974980
Numerical Methods for Unconstrained Optimization and Nonlinear Equations by John Dennis and Robert Schnabel (SIAM)
Available online at SIAM ($48.51 member price).
ISBN: 9780898713640
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.
Graduate Studies Notes:
Important dates and deadlines for graduate students are found here: http://www.sfu.ca/dean-gradstudies/current/important_dates/guidelines.html. The deadline to drop a course with a 100% refund is the end of week 2. The deadline to drop with no notation on your transcript is the end of week 3.
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:
- SFU’s Academic Integrity Policy: S10-01 Policy
- SFU’s Academic Integrity website, which includes helpful videos and tips in plain language: Academic Integrity at SFU
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.