SYLLABUS SPRING SEMESTER 2013

The University of Iowa

The College of Liberal Arts and Sciences

Department of Mathematics

OPTIMIZATION TECHNIQUES: MATH:4820(22M:174) / CS:4720(22C:174)


Course meeting times: 1:30-2:20 MWF. Standard out-of-class preparation is at least six hours.

Course meeting place: 218 MLH

Prerequisites: 22M:027 (MATH:2700), 22M:028 (MATH:2850) or 22M:056 (MATH:3780), and 22M:072 (MATH:3800). Some knowledge of computer programming with for example Matlab, Maple, Mathematica, Scilab, or Octave.

Instructor: Laurent O. Jay

Office: 225L MLH

Office hours: Monday and Friday 2:30-4:00. I will also be available at other times. Just drop by my office or send me an e-mail to make an appointment.

Phone: (319)-335-0898

Fax: (319)-335-0627

E-mail: laurent-jay@uiowa.edu

Mailbox: in Mailroom 15 MLH

DEO: Dan Anderson, 14A MLH

Course web page: Assignments and other information about the course will be given in http://www.math.uiowa.edu/~ljay/m174_13.html. Students are responsible for checking regularly this course web page.

Description of course: We will cover as many topics as possible, but of course several of them will be skipped due to time limits. Characterization of solutions (such as optimality conditions in optimization) and convergence analysis of the algorithms will be essential to this course. We give below a partial list of topics and algorithms to be treated in connexion with three general classes of problems:

  1. Unconstrained optimization:
  2. Nonlinear equations:
  3. Constrained optimization:
  4. More topics in optimization:

This course plan may be modified during the semester. Such modifications will be announced in advance during class periods and on the course web page; the student is responsible for keeping abreast of such changes.

Objectives and goals of the course: This course is at a graduate level and it is assumed that you can work along the course in an independent fashion. This course will cover modern optimization techniques for both constrained and unconstrained optimization with continuous (as opposed to discrete) variables. Given its strong links to optimization techniques, the numerical solution of nonlinear equations will also be considered. At the end of the course the student should master some essential issues in numerical optimization.

Textbook: Optimization Theory and Methods: Nonlinear Programming by Wenyu Sun and Ya-Xiang Yuan, Springer, New York, Springer Series in Optimization and Its Applications, 2006, 700 pages, ISBN-10: 0387249753, ISBN-13: 978-0387249759, list price: $109. Library reference: ENGINEERING T57.8 .S86 2006. Electronic version. The book on amazon.com. The book on google.com.

Additional references:

Class procedures: The majority of each class period will be lecture oriented.

Homework: Will be assigned approximately weekly. Presentation of your results is very important. Scratch paper will not be accepted. Do not expect good grades if your solution to a problem is poorly communicated. Like for everything, if you cannot explain something in great details, you certainly have not fully understood it. The importance of doing homework cannot be overemphasized, most of human people learn by doing, not only by watching and/or listening. Late homework may not be accepted, you need to request permission first or to provide a reasonable justification. Late homework is not accepted once a correction is given.

Computer languages: The predominant programming languages used in numerical analysis are Fortran and Matlab. For programming assignments, other languages will be accepted; but no programming assistance will be given for such languages (e.g., Maple, Mathematica, Pascal, C, C++, and Java).

Linux computer accounts: Linux computer accounts will be made available on the Linux network in MLH (computer lab rooms B5 and 301). You can also use the NoMachine NX Client Windows software to access your Linux computer account remotely. Accounts for students who are not majoring in Computer Science, Mathematics, or Statistics and Actuarial Science will be deleted after the term has ended! Note the expiration date at the top of your Unix Account Information form. The directory for this class will be removed before the beginning of the next term! If there is anything in this directory that you would like to save, you must archive it to your own home directory.

Grading procedures: The final grade will be based on one mid-term examination, the final examination, and homework, as follows:

  1. There will be 2 tests during the semester, with each test to account for 20% of the course grade.
  2. The final examination will account for 40% of the course grade.
  3. Homework and project assignments will account for 20% of the course grade. The grade for your homework will be based on all the homeworks minus your worst 2 scores.

The examinations are open books and open notes examinations. Bring a scientific calculator. In assigning grades, plus/minus grading will be used.

Grader: Boshi Yang, B20J MLH, 335-3650, e-mail: boshi-yang @uiowa.edu.

Final examination: To be held on Friday May 17 2013, 3:00-5:00 PM in room 218 MLH. Only under exceptional circumstances will a student be permitted to shift the time of this examination. This final examination is an open books and open notes examination. Bring a scientific calculator.

Add or drop: Students wishing to add or drop this course after the official deadline must receive the approval of the Dean of the College of Liberal Arts and Sciences.

DEO: The Department of Mathematics has offices in 14 MLH. To make an appointment to speak with the Chair of the Department, call 335-0714 or contact the Departmental Secretary in 14 MLH. DEO: Dan Anderson, 14A MLH.


The College of Liberal Arts and Sciences Policies and Procedures

The CLAS policy statements have been summarized from the web pages of the College of Liberal Arts and Sciences.

Administrative Home: The College of Liberal Arts and Sciences is the administrative home of this course and governs matters such as the add/drop deadlines, the second-grade-only option, and other related issues. Different colleges may have different policies. Questions may be addressed to 120 Schaeffer Hall, or see the CLAS Academic Policies Handbook.

Electronic Communication: University policy specifies that students are responsible for all official correspondences sent to their University of Iowa e-mail address (@uiowa.edu). Faculty and students should use this account for correspondences. (Operations Manual, Operations Manual III.15.2. Scroll down to k.11.)

Accommodations for Disabilities: A student seeking academic accommodations should first register with Student Disability Services and then meet privately with the course instructor to make particular arrangements. See www.uiowa.edu/~sds/ for more information.

Academic Honesty: All CLAS students have, in essence, agreed to the College's Code of Academic Honesty: "I pledge to do my own academic work and to excel to the best of my abilities, upholding the IOWA Challenge. I promise not to lie about my academic work, to cheat, or to steal the words or ideas of others; nor will I help fellow students to violate the Code of Academic Honesty." Any student committing academic misconduct is reported to the College and placed on disciplinary probation or may be suspended or expelled (CLAS Academic Policies Handbook).

CLAS Final Examination Policies: The date and time of every final examination is announced during the fifth week of the semester by the Registrar. No exams of any kind are allowed during the last week of classes. All students should plan on being at the UI through the final examination period.

Making a Suggestion or a Complaint: Students with a suggestion or complaint should first visit with the instructor (and the course supervisor), and then with the departmental DEO. Complaints must be made within six months of the incident (CLAS Academic Policies Handbook).

Understanding Sexual Harassment: Sexual harassment subverts the mission of the University and threatens the well-being of students, faculty, and staff. All members of the UI community have a responsibility to uphold this mission and to contribute to a safe environment that enhances learning. Incidents of sexual harassment should be reported immediately. See the UI Comprehensive Guide on Sexual Harassment for assistance, definitions, and the full University policy.

Reacting Safely to Severe Weather: In severe weather, class members should seek appropriate shelter immediately, leaving the classroom if necessary. The class will continue if possible when the event is over. For more information on Hawk Alert and the siren warning system, visit the Public Safety website.