Peter Blomgren
San Diego State University
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Math 693a – Advanced Numerical Methods: Computational Optimization Fall 2017
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Find the Minimum...

Find the Minimum
Figure: Contour lines of sin(x)+cos(ex*sin(y)) on [0,2π]x[0,2π].

Notes and Resources...

are linked from the schedule.

Catalog description

Numerical Optimization, Newton's Methods for nonlinear equations and unconstrained optimization. Global methods, nonlinear least squares, integral equations.

Prerequisites
  • 1. Math 524 (Linear Algebra)
  • 2. Math 542 (Numerical Solution of Differential Equations), or
  • 2. Math 543 (Numerical Matrix Analysis)

Computational Resources:

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.

Errata: [1st Edition, 1st Printing], [1st Edition, 2nd Printing], [2nd Edition]

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, 11-Nonlinear Equations.
[To Be Revised]

Professor

Peter Blomgren
blomgren DOT peter AT gmail DOT com
Class hours: MW 4:00p – 5:15p, NE-271
Office hours: MW 2:30p – 3:30p, TuTh 12:30p – 1:30p (GMCS-587), and by appointment.

Copyright © 2017 Peter Blomgren.