Peter Blomgren
San Diego State University
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Math 693a – Advanced Numerical Methods: Computational Optimization Fall 2017
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Evolving Schedule (Notes, etc. will be updates as we go...)

Week # Tuesday Thusday
1
Video: Traveling Salesman Problem
1 Aug-28-2017
First Meeting
[Notes #1]
Aug-30-2017
Unconstrained Optimization: Fundamentals
[Notes #2]
2 Sep-04-2017
Labor Day
Sep-06-2017
Convergence
Line Search Methods
[Notes #3] [HW#1] [Code] Ref: Armijo Condition
3 Sep-11-2017
Line search algorithms
[Notes #4]
Rate of Convergence
[Notes #5]

Schedule adjustment deadline.
(11:59 p.m. deadline.)
Sep-13-2017
Step Length Selection
[Notes #6] [HW#2]
4 Sep-18-2017
Trust Region: Cauchy Point and Dogleg
[Notes #7]
Sep-20-2017
2-D Subspace Minimization
[Notes #8] [HW#3]
Nearly Exact Subproblems
[Notes #8]
Movies:
HW#1 (due FRIDAY)
5 Sep-25-2017
Global Convergence, and Enhancements
[Notes #9]
Sep-27-2017
Linear Conjugate Gradient, Part 1
[Notes #10]
6 Oct-02-2017
Linear Conjugate Gradient, Part 2
[Notes #11] [HW#4]
Oct-04-2017
Nonlinear Conjugate Gradient
[Notes #12] [Projects] [Projects Handout]
HW#2 (due FRIDAY)
7 Oct-09-2017
Inexact Newton Steps
Line Search Newton Methods
[Notes #13]
Oct-11-2017
Hessian Modifications
[Notes #14] ["Default Project" Note(s)] [Definition]
8 Oct-16-2017
Trust Region Newton
[Notes #15]
Oct-18-2017
Derivatives: Finite Differencing
[Notes #16] [Project Note(s)]
HW#3 (due FRIDAY)
9 Oct-23-2017
Automatic Differentiation
[Notes #17]
Oct-25-2017
Quasi-Newton: The BFGS Method
[Notes #18]
10 Oct-30-2017
Symmetric-Rank-1, SR1 Method
The Broyden Class
[Notes #19] [HW#5] [rosenbrock_2Nd.m]

Last day to officially withdraw from all classes for fall 2016 and receive a prorated refund.
Nov-01-2017
Quasi-Newton: Convergence Analysis
(Extra caffeine recommended)
[Notes #20]
HW#4 (due FRIDAY)
11 Nov-06-2017
HW#3 Discussion [aes pt1, aes pt2]
Review and Guidelines
[Notes #21]
Nov-08-2017
Nonlinear Least Squares: Introduction
[Notes #22]
12 Nov-13-2017
Nonlinear Least Squares: Algorithms
[Notes #23]
Nov-15-2017
Orthogonal Distance Regression
[Notes #24]
HW#5 (due FRIDAY)
13 Nov-20-2017
Nonlinear Equations
[Notes #25]
Nov-22-2017
Pre-Thanksgiving
(No Classes Nov. 22nd)
Campus "open" [#GhostTown]
14 Nov-27-2017
Practical Methods
[Notes #26]
Nov-29-2017
Continuation / Homotopy Methods
[Notes #27]
15 Dec-04-2017
Constrained Optimization: Overview
[Notes #28]
Dec-06-2017
Project Presentations, Part 1
*** Attendance Mandatory ***
18. 4:00 -
17. 4:12 -
16. 4:24 -
15. 4:36 -
14. 4:48 -
13. 5:00 -

Note: Presentation slots will be randomly assigned ON THE DAY OF PRESENTATION(S).
16 Dec-11-2017
Project Presentations, Part 2
*** Attendance Mandatory ***
12. 4:00 -
11. 4:12 -
10. 4:24 -
09. 4:36 -
08. 4:48 -
07. 5:00 -

Note: Presentation slots will be randomly assigned ON THE DAY OF PRESENTATION(S).
Dec-13-2017
Project Presentations, Part 3
*** Attendance Mandatory ***
06. 4:00 -
05. 4:12 - Volunteer
04. 4:24 - for
13. 4:36 - Early
02. 4:48 - Slots!!!
01. 5:00 - Slots!!!

Note: Presentation slots will be randomly assigned ON THE DAY OF PRESENTATION(S).
Finals Dec-18-2017

Homework and Projects will be assigned.

Copyright © 2017 Peter Blomgren.