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)
FINAL EXAMINATION
To be held on
Friday, May 17, 3:00-5:00 PM in room 218 MLH.
Comprehensive exam on the whole semester class.
On the material covered in class in
- chapter I of my notes, excluding trust-region methods ,
- chapter II of my notes up to page II.29, excluding trust-region methods and Theorem II.7.2.2,
- chapter III of my notes,
- chapter IV of my notes.
The final examination will be done with open books and open notes.
Bring a scientific calculator.
ASSIGNMENTS/HOMEWORK
- hmwk1.ps ,
hmwk1.pdf due 02/04/13.
- hmwk2.ps ,
hmwk2.pdf due 02/13/13.
- hmwk3.ps ,
hmwk3.pdf due 02/20/13.
- hmwk4.ps ,
hmwk4.pdf due 03/06/13.
Two simple Matlab files related to exercise 1:
broyden.m,
F.m.
- hmwk5.ps ,
hmwk5.pdf due 03/13/13.
- hmwk6.ps ,
hmwk6.pdf due 03/27/13.
- hmwk7.ps ,
hmwk7.pdf due 04/10/13.
- hmwk8.ps ,
hmwk8.pdf due 04/22/13.
- hmwk9.ps ,
hmwk9.pdf due 05/01/13.
- hmwk10.ps ,
hmwk10.pdf due 05/08/13.
RECOMMENDED READINGS
- NW: Appendix A
- NW: Chapter 1, Section 2.1
- K1: Chapter 4
- K1: Chapter 5
- NW: Section 11.1
- K1: Chapter 7
- NW: Chapter 2
- NW: Sections 6.1, 6.2, 6.3
- K1: Chapter 1
- K1: Chapter 2
- NW: Section 5.1
- NW: Section 5.2
- NW: Section 3.1
- NW: Chapter 12
- NW: Sections 16.1, 16.2, 18.1
- NW: Sections 3.2, 3.3, 6.4
- NW: p.604 on SVD, Sections 10.1, 10.2, 10.3
GENERAL INFORMATION
- Syllabus
- ICON
-
(NW) Free electronic book on
Numerical optimization,
by Jorge Nocedal and Stephen Wright,
Springer, New York, Springer Series in Operations Research
and Financial Engineering, 2006, Second edition, 664 pages, ISBN-10: 0387303030,
ISBN-13: 978-0387303031, list price: $79.95.
Library reference: MATH Course Reserve QA402.5 .N62 1999.
The book on amazon.com.
-
-
(K1) Free electronic book on
Iterative Methods for Linear and Nonlinear Equations
by Tim Kelley.
If the link does not work, go to
Download Books from SIAM.
This textbook on SIAM for purchase,
Softcover, ISBN-10: 0-89871-352-8, ISBN-13: 978-0-898713-52-7,
list price: $57.00, SIAM member price $39.90
(becoming a SIAM member is free for students!).
This textbook on amazon.com.
-
-
(K2) Free electronic book on
Iterative Methods for Optimization
by Tim Kelley.
If the link does not work, go to
Download Books from SIAM.
This textbook on SIAM for purchase,
list price: $61.00, SIAM member price $42.70
(becoming a SIAM member is free for students!).
This textbook on amazon.com.
-
SOME OPTIMIZATION LINKS
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.
To access the Linux network (linux.divms.uiowa.edu) from off campus, you are required to establish a VPN connection
before connecting (follow these instructions
to install the software required to establish such connections).
-
Selected Unix commands.
- Class directory: /group/class/m_174. Group you belong to: m_174.
- If you do not know your password go to 303A MLH.
- 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.
-
Getting Started in the Division of Mathematical Sciences
MATLAB
- Free electronic textbook Numerical Computing with MATLAB
by Cleve Moler
himself!, the founder of Matlab.
- Matlab Help is available directly from the Help menu of the Matlab window.
- A Very Elementary
MATLAB Tutorial,
MATLAB Tutorials from Other Universities,
MATLAB & Simulink Tutorials,
MATLAB Homework Helper,
all presented by Mathworks, Inc., producers of Matlab.
-
Crash Course in MATLAB by Tobin Driscoll, University of Delaware.
-
Some Matlab tutorials from Edward Neuman
-
Matlab tutorial - University of New Hampshire
-
Matlab tutorial - University of British Columbia
-
Matlab tutorial - University of Florida
- MATLAB
Online Reference Documentation provides direct hypertext links to
specific MATLAB function descriptions (from the Math Dept, University of Florida).
- Matlab Primer (ps)
(for an earlier version of Matlab)
- Matlab 5 introduction
(ps, see also
html)
- MATLAB Guide by D. J. Higham and N. J. Higham,
SIAM, Philadelphia, 2005 (ENGINEERING QA297 .H5217 2005)
-
Introduction to Engineering Programming: in C, MATLAB and JAVA
by Mark A. Austin.
- An excellent book on Matlab:
MATLAB: An Introduction with Applications by
Amos Gilat,
Hoboken, N.J.: Wiley ; Chichester : John Wiley, 2008,
ISBN-10: 0470108770, ISBN-13: 978-0470108772 (ENGINEERING QA297 .G48 2008)
-
FORTRAN
- Type "man f90" on Unix workstations for information on how to compile
-
A list of
Fortran tutorials,
GRADER
-
Boshi Yang,
B20J MLH, 335-3650, e-mail: boshi-yang @uiowa.edu.
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Laurent O. Jay
Department of Mathematics
14 MacLean Hall
The University of Iowa
Iowa City, IA 52242-1419
USA
Tel: (319)-335-0898
Fax: (319)-335-0627
E-mail: laurent-jay@uiowa.edu