Continuous Optimization - 466/666 - Winter 2004

This course provides a rigorous up-to-date treatment of topics in Continuous Optimization (Nonlinear Programming). This includes a hands-on approach with exposure to existing software packages.

Contents

Conduct of Course

  • Instructor:
  • Office Hours:
  • Lectures:
  • Text:
  • Additional References:
    1. Nonlinear Programming, by Dimitri P. Bertsekas, 1999, Athena Scientific.
    2. Practical Optimization, P.E. Gill, W. Murray, M.H. Wright.
    3. Numerical Methods for Unconstrained Optimization and Nonlinear Equations, J.E. Dennis and R.B. Schnabel
    4. Nonlinear Programming: theory and algorithms, M.S. Bazaraa, C.M. Shetty, Sherali
    5. Linear and Nonlinear Programming, D.G. Luenberger, Second Edition
    6. Nonlinear Programming, Peressini, Sullivan, Uhl
    7. Practical Methods of Optimization, R. Fletcher
    8. Mathematical Programming Methods, G, Zoutendijk
    9. Nonlinear Programming, G.P. McCormick
    10. Mathematical programming : theory and algorithms, M. Minoux (QA402.5.M5613)
    11. Optimization by Vector Space Methods, D.G. Luenberger
    12. Convex Analysis, R.T. Rockafellar
    13. Theory of Extremal Problems, A.D. Ioffe and V.M. Tihomirov

  • Course Home Page, C&O 466/666, http://orion.uwaterloo.ca/~hwolkowi/henry/teaching/w04/666.w04/readme.html
  • Term Work:
  • Final Exam:
  • Marking Scheme:

    COURSE TOPICS OUTLINE - C &O 466/666

    We will choose topics from the text. The complete list is included for now.


    Background Material Chapter Fifteen Chapter Fourteen Chapter Thirteen Chapter Twelve Chapter Eleven Chapter Ten Chapter Nine Chapter Eight Chapter Seven Chapter Six Chapter Five Chapter Four Chapter Three Chapter Two Chapter Eighteen Chapter Seventeen Chapter Sixteen Chapter One


    HOMEWORK LIST- C &O 466/666


    ( )
    (C) Copyright Henry Wolkowicz, 2004.
    , by Henry Wolkowicz