Spring 2019 | Optimization Methods | MTH 581 |
Instructor |
Dr. Vasilije Perovic |
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Office |
Lippitt Hall, 202H |
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Office Hours |
Tuesday: 9:00am - 10:00am; Wednesday: 2:30pm - 4:30pm;
Thursday: 9:00am - 10:00am.
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Class Time |
Monday 3:00pm - 4:30pm, Thursday 4:00pm - 5:00pm, Lippitt Hall 201.
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Prerequisite |
MTH 215 or equivalent. MTH 142 and some familirity with Matlab/Mathematica is highly recommended. |
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Textbook (required) |
An Introduction to Optimization,
by Edwin K. P. Chong and Stanislaw H. Zak, 4th Edition, Wiley, 2013.
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SAKAI |
You should check SAKAI regularly for announcements, schedule changes, downloading resources, grade updates, etc. |
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References |
Linear and Nonlinear Programming, by David G. Luenberger and Yinyu Ye, 4th edition, Springer, 2016. |
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Numerical Optimization, by Jorge Nocedal and Stephen Wright, 1st or 2nd edition, Springer, 1999 or 2006 (more advanced text). |
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Nonlinear Programming, by Dimitri P. Bertsekas, 3rd Edition, Athena Scientific, 2016 (more advanced text). |
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Convex Optimization, by Stephen Boyd and Lieven Vandenberghe (more advanced text, freely available from authors' website). |
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Computer Resources |
We will use MATLAB in this course. |
Course Policies, Class Handout (last updated January 16, 2019)