Dianne P. O'Leary

** Textbooks:**

No required texts. Any of the following books would be a good
primary reference. We will make use of on-line resources for
more advanced material, although "A Mathematical View of Interior-Point
Methods in Convex Optimization" by James Renegar, SIAM Press, 2001
is an excellent reference for this material.

** Purpose: **
An algorithmic approach to numerical optimization,
constrained and unconstrained. Emphasis on practical
methods with enough theory to make them work.

** Prerequisite:**
A course in linear algebra and a course in numerical
analysis. (A previous course in optimization is NOT expected.)

** Topics:**

** Tentative Schedule for Fall 2010: **

The tentative plan is to assign 13 problems worth 20 points each. They will be grouped into 9 homework assignments, and your best 10 problems will count toward your grade. Clarification of the syllabus: You need to make an honest effort at 10 problems, not 13.

01 | Aug 31: | 607 Prelim. | Sep 2: | 607 Unconstr. | |

02 | Sep 7: | 607 Unconstr. HW 1 assigned | Sep 9: | 607 Unconstr. | |

03 | Sep 14: | 607 Unconstr. HW 2 assigned | Sep. 16: | 607 Unconstr. | |

04 | Sep 21: | 607 Unconstr. HW 3 assigned | Sep 23: | 607 Unconstr. | |

05 | Sep 28: | 607 UnConstr. HW 4 assigned | Sep 30: | 607 Constr. | |

06 | Oct 5: | 607 Constr. HW 5 assigned | Oct 7: | 607 Constr. | |

07 | Oct 12: | 607 Constr. Term project info. | Oct 14: | 607 Constr. | |

08 | Oct 19: | 607 Constr. HW 6 assigned | Oct 21: | 607 Constr. | |

09 | Oct 26: | 607 Constr. HW 7 assigned | Oct 28: | 607 Constr. | |

10 | Nov 2: | 607 Constr. HW 8 assigned | Nov 4: | 607 Constr. | |

11 | Nov 9: | 607 Constr. HW 9 assigned | Nov 11: | Renegar notes | |

12 | Nov 16: | Renegar / Constr. reduction | Nov 18: | Large scale | |

13 | Nov 23: | Global Optimization | Nov 25: | Happy Thanksgiving! | |

14 | Nov 30: | Proj. / Global | Dec 2: | Proj. Presentation | |

15 | Dec 7: | Proj. Presentation | Dec 9: | Proj. Presentation | |

Dec 13: | 8-10am: 607 Final Exam. | ||||

Dec 14: | 11am: 607 Term project due. |

** 2010 Lecture notes: **

** Information on the 2010 term project **

** Homework and Exam: **

** CourseEvalUM Fall 2010: **
"Your participation in the evaluation of courses through CourseEvalUM is a responsibility you hold as a student member of our academic community. Your feedback is confidential and important to the improvement of teaching and learning at the University as well as to the tenure and promotion process. CourseEvalUM will be open for you to complete your evaluations for fall semester courses in December. Please go directly to www.courseevalum.umd.edu to complete your evaluations. By completing all of your evaluations each semester, you will have the privilege of accessing online, at Testudo, the evaluation reports for the thousands of courses for which 70% or more students submitted their evaluations."