Some of the policies relating to this course (such as the drop deadline) are governed by its administrative home, the College of Liberal Arts and Sciences, 120 Schaeffer Hall.
Instructor: Laurent O. Jay
Office: 225L MLH
Office hours: On Zoom: Tuesday 9:30AM-noon. I may also be available at other times. Just send me an e-mail to make an appointment.
Phone: (319) 335-0898
E-mail: laurent-jay@uiowa.edu
Mailbox: in Mailroom 15 MLH
DEO contact information: Professor Weimin Han, 14 MLH, E-mail: weimin-han@uiowa.edu. The Department of Mathematics has offices in 14 MLH. To make an appointment to speak with the DEO, call 335-0714 or contact the Departmental Secretary in 14 MLH.
Course information: Assignments and other information about the course will be given on ICON. Students are responsible for checking regularly ICON. Recommended readings will also be posted on the course web page at http://www.math.uiowa.edu/~ljay/m4820_22.html.
Prerequisites:
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: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.
Textbooks:
Additional useful readings:
Class procedures: The majority of each class period will be lecture oriented. It is strongly advised to read the material to be discussed before coming to class. Therefore, if there is a difficult point, you will know beforehand where it arises, so that you can benefit from the lecture more effectively. If a point remains unclear you can ask questions in class. Readings may be assigned. Standard out-of-class preparation is at least six hours per week.
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. Use of symbolic mathematical software to solve problems is not allowed.
Grading procedures: The final grade will be based on one mid-term examination, the final examination, and homework, as follows:
The examinations are open books and open notes examinations. Bring a scientific calculator. In assigning grades, plus/minus grading will be used.
A Word about the Date and Time of the Final Exam: The final examination will be held on Friday May 13, 2022, 3:00-5:00 PM in room 140 SH (Schaeffer Hall) instead of 218 MLH. Do not plan your end of the semester travel plans until the final exam schedule is made public. It is your responsibility to know the date, time, and place of the final exam. According to Registrar's final exam policy, students have a maximum of two weeks after the announced final exam schedule to request a change if an exam conflict exists or if a student has more than two exams in one day (see the complete policy here). The final examination will be done with open books and open notes. Smartphones/computers are not allowed. Bring a scientific calculator.
Course policies: Your responsibilities to this class and to your education as a whole-include attendance and participation, check in particular the CLAS policies related to student attendance and absences. You are also expected to be honest and honorable in your fulfillment of assignments and in test-taking situations (the College's policy on plagiarism and cheating is on-line in the College's Student Academic Handbook). You have a responsibility to the rest of the class-and to the instructor-to help create a classroom environment where all may learn. At the most basic level, this means that you will respect the other members of the class and the instructor, and treat them with the courtesy you hope to receive in turn. Smart phones, cell phones, and pagers must be on silent mode during lecture and they are not allowed in class during exams. If you do bring a phone or pager to an exam, you may leave it in the front of the class during the exam. If a student is found to have a phone or pager during an exam, the phone or pager will be taken from the student and procedures for cheating will be followed.
Student Collaboration on homework: The homework for this course is designed to help you master your knowledge related to the topics covered during lecture. As such, you may discuss on the homework problems with others or use online resources. However, please be aware that to master the skills needed for this class, practice is required and that to do well on the final exam you will need to work many of these problems multiple times without help. Be sure to test your knowledge by doing much of the homework on your own. Students are allowed to partially collaborate with others on homework through discussion for the most difficult problems. However, each student must turn in their own homework and it must not be a copy of someone else homework. Students are responsible for understanding this policy; if you have questions, ask for clarification. Word per word copies will not be tolerated. In extreme cases students may be requested to stop any kind of collaboration with other students.
Computer languages: The predominant programming languages used in numerical analysis are Matlab and Fortran. They are available on the Linux network in MLH (see below). Alternatives to Matlab are Octave and Scilab. For programming assignments, no other language will be accepted, except Python.
Linux computer accounts: Linux computer accounts are available on the Linux network in MLH (computer lab rooms B5). To access your Linux computer account remotely. you can use FastX, a graphical Linux virtual desktop environment remotely accessible in your web browser. As long as you have an active Hawk ID and you login at least once in the past year, your CLAS Linux account will remain active. If you fail to use your account in a year, you will receive three notices, and then your CLAS Linux account will be deleted. Also, once your Hawk ID becomes inactive, your CLAS Linux account will be deleted.
Grader: Daehan Choi, office: B20J MLH, mailbox is in 15 MLH (MacLean Hall), e-mail: daehan-choi@uiowa.edu.