CO 466/CO 666: Continuous Optimization (Winter 2010)

Handouts so far

Syllabus
Course requirements and marking policy
Problem set 1. The three test matrices for Q3 are in threematrices.mat .
Problem Set 2. Matlab function make_test_case.m.
Problem Set 1 Solutions have been posted on UWACE.
Problem Set 3.
Problem Set 2 Solutions have been posted on UWACE.
Problem Set 3 Solutions have been posted on UWACE.
Problem Set 4.
Problem Set 5. Note: undergraduate students should hand in only questions 2-4.
Problem Set 4 Solutions have been posted on UWACE.
Problem Set 6. To prepare input data for Q2, you can use threepath.m and makedistlist.m.
Problem Set 5 Solutions have been posted on UWACE.
Problem Set 6 Solutions have been posted on UWACE.
Problem Set 7.
Problem Set 7 solutions have been posted on UWACE.
Problem Set 8. M-file for question 4: timewarp_fgh.m.
Practice Final Exam
Problem Set 8 solutions have been posted on UWACE.

Some relevant websites

Course goal

To learn principles of nonlinear continuous optimization, that is, algorithms for minimizing an objective function that depends nonlinearly and continuously on unknown variables. Advanced topics include constrained optimization and interior point methods.

Course time and location

Monday, Wednesday, Friday, 9:30-10:20, DWE 3522

Instructor

S. Vavasis
MC 6054
519-888-4567 ext. 32130
Email: vavasis@math.uwaterloo.ca
Office hours: Tuesdays and Thursdays 1:00-2:30.

Teaching Assistant

No teaching assistant

Text

J. Nocedal and S. Wright, Numerical Optimization, 2nd Edition, Springer, 2006.

Prerequisites

One of

CO 367/CM 442 and either CO 350 or CO 352/CM 340, or
CO 355

Cumulative overall average of at least 80%; not open to General Mathematics students.

Stephen A. Vavasis, Department of Combinatorics and Optimization, University of Waterloo, 200 University Ave. W., Waterloo, ON N2L 3G1, vavasis@math.uwaterloo.ca.

handed out 2010-Jan-4.