Peter Blomgren
San Diego State University
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Math 693a – Advanced Numerical Methods: Computational Optimization Fall 2018
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Evolving Schedule (Notes, etc. will be updates as we go...)

Week # Monday Wednesday
1
Video: Traveling Salesman Problem
1 Aug-27-2018
First Meeting
[Notes #1]
Aug-29-2018
Unconstrained Optimization: Fundamentals
[Notes #2]
2 Sep-03-2018
Labor Day
Sep-05-2018
Convergence
Line Search Methods
[Notes #3] [HW#1] [Code] Ref: Armijo Condition
3 Sep-10-2018
Line search algorithms
[Notes #4]
Rate of Convergence
[Notes #5]

Schedule adjustment deadline.
(11:59 p.m. deadline.)
Sep-12-2018
Step Length Selection
[Notes #6] [HW#2]
4 Sep-17-2018
Trust Region: Cauchy Point and Dogleg
[Notes #7]
Sep-19-2018
2-D Subspace Minimization
[Notes #8] [HW#3]
Nearly Exact Subproblems
[Notes #8]
Movies:
HW#1 (due FRIDAY)
5 Sep-24-2018
Global Convergence, and Enhancements
[Notes #9]
Sep-26-2018
Linear Conjugate Gradient, Part 1
[Notes #10]
6 Oct-01-2018
Linear Conjugate Gradient, Part 2
[Notes #11] [HW#4]
Oct-03-2018
Nonlinear Conjugate Gradient
[Notes #12] [Projects] [Projects Handout]
HW#2 (due FRIDAY)
7 Oct-08-2018
Inexact Newton Steps
Line Search Newton Methods
[Notes #13]
Oct-10-2018
Hessian Modifications
[Notes #14]
8 Oct-15-2018
Trust Region Newton
[Notes #15]
Oct-17-2018
Derivatives: Finite Differencing
[Notes #16]
HW#3 (due FRIDAY)
9 Oct-22-2018
Automatic Differentiation
[Notes #17]

External Video:
Oct-24-2018
Quasi-Newton: The BFGS Method
[Notes #18]
10 Oct-29-2018
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.
Oct-31-2018
Quasi-Newton: Convergence Analysis
(Extra caffeine recommended)
[Notes #20]
HW#4 (due FRIDAY)
11 Nov-05-2018
HW#3 Discussion [aes pt1, aes pt2]
Review and Guidelines
[Notes #21]
Nov-07-2018
Nonlinear Least Squares: Introduction
[Notes #22]
12 Nov-12-2018



Veterans Day: Honoring All Who Served
Nov-14-2018
Nonlinear Least Squares: Algorithms
[Notes #23]
HW#5 (due FRIDAY)
13 Nov-19-2018
Orthogonal Distance Regression (.)
[Notes #24]
Nov-21-2018
Pre-Thanksgiving
(No Classes Nov. 21nd)
Campus "open" [#GhostTown]
14 Nov-26-2018
Nonlinear Equations
[Notes #25]
Nov-28-2018
Practical Methods
[Notes #26]
15 Dec-03-2018
Continuation / Homotopy Methods
[Notes #27]
Dec-05-2018
Constrained Optimization: Overview
[Notes #28]
16 Dec-10-2018
Project Presentations, Part 1
*** Attendance Mandatory ***
01. 2:00 -
02. 2:12 - Volunteer
03. 2:24 - for
04. 2:36 - Early
05. 2:48 - Slots
06. 3:00 -

Note: Presentation slots will be randomly assigned ON THE DAY OF PRESENTATION(S).
Dec-12-2018
Project Presentations, Part 2
*** Attendance Mandatory ***
07. 2:00 -
08. 2:12 -
09. 2:24 -
10. 2:36 -
11. 2:48 -
12. 3:00 -

Note: Presentation slots will be randomly assigned ON THE DAY OF PRESENTATION(S).
SAME
WEEK
Dec-10-2018
FRIDAY PRESENTATIONS!!!
Dec-14-2018 Project Presentations, Part 3
*** Attendance Mandatory ***
13. 3:30 -
14. 3:45 -
15. 4:00 -
16. 4:15 -
17. 4:30 -
18. 4:45 - Not You!
19. 4:00 - Be Ready
20. 5:15 - Early!!!

Note: Presentation slots will be randomly assigned ON THE DAY OF PRESENTATION(S).

Homework and Projects will be assigned.

Copyright © 2018 Peter Blomgren.