Department of , and Thematic Year at

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Numerical Solution of Optimization Problems
( C&O 769 Winter Semester 2002)

Professor Henry Wolkowicz

From January 7-April 8th. Mondays from 1:30-3:00 and then 3:30-5:00 pm. There will be a tea break in between from 3-3:30 pm.

This course (held at The Fields Insitute, Toronto) provides a rigorous up-to-date treatment of topics in Continuous Optimization (Nonlinear Programming). This includes a hands-on approach with exposure to existing software packages.

( Information related to the teaching activities of Professor Henry Wolkowicz is available. The material is related to the course taught in the Winter Semester 2002. )

***BEWARE: These pages are under revision during the course. ****

Please tell me of any problems with this material and/or the course in general.
Send email to me.

Available:

• course handout;
  • course outline;
  • Office Hours;
  • Homework; (with comments/solutions) THIS IS AN OLD LIST! I will be updating it as the course progresses, i.e. an assignment might change before the assigned date is added on.
• marks
• outline for final exam

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-- In Class 1a , Monday, Jan. 7; In Class 1b , Monday, Jan. 7; In Class 1c , Monday, Jan. 7,
-- In Class 2a , Monday, Jan. 21; In Class 2b , Monday, Jan. 21; In Class 2c , Monday, Jan. 21,
-- In Class 3a , Monday, Jan. 28, In Class 3b , Monday, Jan. 28
-- In Class 4a , Monday, Feb. 4, In Class 4b , Monday, Feb. 4
-- In Class 5a , Monday, Feb. 11, In Class 5b , Monday, Feb. 11 In Class 5c , Monday, Feb. 11,
-- In Class 6a , Monday, Feb. 18, In Class 6b , Monday, Feb. 18

Useful Links

• The book is complemented by the NEOS GUIDE, at http://www.mcs.anl.gov/home/otc/GUIDE.
  This is also called the The Optimization Technology Center with notes and software - will solve problems online. Also, see the optimization tree, a graphical picture (clickable) of optimization topics.
• An Operations Research home page with LOTS of useful information, e.g. jobs, FAQs, addresses, ...;
• An electronic optimization book; (from the Computational Science Education Project at Oak Ridge National Laboratory.
• An FAQ (frequently asked questions) on nonlinear programming;
• WEB PAGES FOR MAX/MIN PROBLEMS, [November 7, 2001]

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