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Numerical Optimization, Newton's Methods for nonlinear equations and unconstrained optimization. Global methods, nonlinear least squares, integral equations.Prerequisites
You must have access to a somewhat modern version of Matlab, or some other computational environment that you are comfortable using. Class accounts for the labs will be available. You can also use SDSU's Rohan Sun Enterprise system or another capable system. [How to open a ROHAN account].
Students with Disabilities:
If you are a student with a disability and believe you will need accommodations for this class, it is your responsibility to contact Student Disability Services at (619)594-6473. To avoid any delay, please contact Student Disability Services as soon as possible. Please note that accommodations are not retroactive, and cannot be provided until an accommodation letter from Student Disability Services is received by the Professor.
Required Text and Reading Materials:
Numerical Optimization (second edition), Jorge Nocedal and Stephen J. Wright, Springer-Verlag, Springer Series in Operations Research, 2006 ISBN 0-387-30303-0.
Class web page [http://terminus.sdsu.edu/SDSU/Math693a/], and handouts.
Course Outline (as of 8/22/2017):
Nocedal/Wright: 1-Introduction, 2-Fundamentals
of Unconstrained Optimization, 3-Line Search Methods, 4-Trust-Region
Methods, 5-Conjugate Gradient Methods, 6-Practical Newton Methods,
8-Quasi-Newton Methods, 10-Nonlinear Least-Squares Problems,
Copyright © 2018 Peter Blomgren.