Fall 2021

Continuous Optimization             (This webpage is still in preparation)

Instructor Henry Wolkowicz (MC6065, x35589)

  • Lecture Times: 10:00-11:20PM, MW (begins Wed. Sept 8/21)
  • Location: MC4060
  • Office Hours: TBA
  • TA Matthew Kroeker, Office Hours: TBA
  • Course Outline (see the Syllabus 2021 link on the right)
      The course covers the fundamentals of continuous optimization in Euclidean spaces, i.e., the problem of minimizing (or maximizing) a given continuous function of finitely many real variables, subject to constraints described as equations and inequalities involving other continuous functions. We emphasize the roles of:
      theory, algorithmic development, applications, and implementation .
  • Final Exam: TBA: Marking Information

  • Text: Numerical Optimization, Edition 2 (with TOC/outline), by Jorge Nocedal, and Stephen Wright, 2006, Springer Verlag. ( typos/comments pdf file on the text! ) You may retrieve this item at UofW library directly by visiting this link.
  • Further References
  • Marking Scheme: HW 50%; Final 50% (latest marks)
  • FINAL exam: Due Dec. 17, 2021
  • **TENTATIVE**: Lectures outlines/supplementary material

  • Last Modified:  Saturday 14 August 2021