AMSC 607 / CMSC 764 Advanced Numerical Optimization

Information for Fall 2003


Dianne P. O'Leary

oleary@cs.umd.edu


Lecture notes:

  • Notes for Unit 1: Introduction
  • Introduction: postscript and pdf
  • A sample linesearch program cvsrch.m and cstep.m
  • Notes for Unit 2: Unconstrained Optimization
  • Part 1: postscript and pdf
  • Part 2: postscript and pdf
  • Notes on the (linear) conjugate gradient method postscript and pdf
  • Notes for Unit 3: Constrained Optimization
  • Part 1: Basics postscript and pdf
  • Part 2: Feasible Direction Methods postscript and pdf
  • Part 3: Barrier and Penalty Methods postscript and pdf
  • Part 4: Interior Point Methods
  • Part 1 postscript and pdf
  • Part 1a (Notation fixed to be consistent with Part 1.) postscript and pdf
  • Part 2 postscript and pdf
  • Notes for Unit 4: Special Topics
  • Nonlinear least squares postscript and pdf
  • Large scale problems postscript and pdf
  • Global optimization postscript and pdf

  • Homework: Important note: To pass this course, you need to make an honest effort at each homework. Partial credit will be given for partially-working programs.
  • Homework 1, due September 30
    Friday, September 26: An adjustment because of the hurricane: the homework is still due on September 30, but if you hand it in by 11am on Thursday October 2, there will be no late penalty. From 11am Thursday to 11am Saturday, the late penalty will be 30%, just as it would have been originally.
  • The homework was coauthored by Nargess Memarsadeghi, as an assignment for CMSC 660 last year. It is published in the September/October 2003 issue of the magazine Computing in Science and Engineering. I took her name out of the copy I gave you to protect her from questions.
    postscript and pdf
  • Frequently asked questions about the homework.
  • The image in Matlab format
  • To view the image, use these Matlab commands:
    load charlie;
    asdata = double(as);
    image(asdata/255);
    axis image;
    axis off;
  • For better viewing, use
    set(gcf, 'Renderer', 'opengl')
    unless you have only the Student Version of Matlab.
  • To work with the image in matlab, change the array to double precision:
    load charlie
    asdata = double(as);
  • Written solution: postscript and pdf
  • Sample programs
  • Homework 2, due November 11
  • postscript or pdf
  • The test problems
  • testmyfnct.m
  • myfnct.m
  • fnctlin.m
  • fnctmxap.m
  • fnctrosen1.m
  • fnctnls.m
  • Frequently asked questions about the homework.
  • Homework 3, Due December 11 postscript or pdf
  • Frequently asked questions about Homework 3.