MATH 529, Spring 2011: FUNDAMENTALS OF OPTIMIZATION

Section 10: MWF 2:30PM - 3:20PM Ewing 101

Instructor: Constantin Bacuta, 517 Ewing Hall, Phone : 831-3382, E-mail :bacuta@math.udel.edu
Office hours: W 9:30-10:30 AM, M 1:20-2:20 PM.
Web page: http://www.math.udel.edu/~bacuta/

Course Description: Maximization and minimization of functions of finitely many variables subject to constraints. Basic problem types and examples of applications; linear, convex, smooth, and non-smooth programming. Optimality conditions. Saddle points and dual problems. Overview of computational approaches.

Textbook: Numerical Optimization, 2nd edition (2006), by Nocedal & Wright.

Other Sources : R. T. Rockafellar Fundamentals of Optimization (2007)

Syllabus: Have a copy in your Math 529 folder.

Homework: Check it often.

News & Reviews:

TBA

REVIEW for MIDTERM , Wednesday, March 23


Helpful sites to follow for getting matlab help.

MATLAB lab for M529

Introduction to MATLAB by exercises, courtesy of Richard J. Braun

The MathWorks web site (Matlab's developer), with extensive help and documentation .

Introduction to MATLAB by David F. Griffiths at Dundee, UK

UNIX Tutorial


Note: All University of Delaware policies regarding ethics and honorable behavior apply to this course.