This course provides a introductory treatment of topics in
Nonlinear Programming. This includes a
hands-on approach with exposure to existing software packages.
Instructor:
Professor Henry Wolkowicz,
MC 6065, ext. 5589,
Tutor:
Charles Fortin,
MC 5173, ext. 6249, c2fortin@barrow.uwaterloo.ca
Office Hours:
-
Henry Wolkowicz, MC6065: M 12:30-1:30, R 3-4
-
Charles Fortin MC5173 W 1:00 - 2:00 PM
Lectures:
Text:
-
The Mathematics of Nonlinear Programming, by
Perressini, Sullivin, Uhl.
Home Page, C&O 367,
http://orion.math.uwaterloo.ca/~hwolkowi/henry/teaching/w99/367.w99/readme.html
Term Work:
will consist of homework problems
and a mid-term exam.
(See attached schedule of assignments.
The solutions are in the Davis Library number UWD 1303.)
Midterm Exam:
Tuesday, Feb. 23 in class.
Final Exam:
A 3-hour exam, scheduled by the registrar.
(Please see the detailed course outline for topics covered during the
semester.)
Marking Scheme:
-
Homework 40%
-
Mid-term Exam 20%
-
Final Exam 40%
- Major Topics
- Sub-topics
- Resources
for the different topics are included. (These are included for your
interest. You are not responsible for these topics for the
exams or
assignments. However, I hope they are useful aids for you.)
See text table of contents and the homework list below.
-
Homework #0 (Revision)
Due: Thursday January 14
Reading
Problems
-
Homework #1 (Optimality Criteria; Quadratic Functions)
Due: Tuesday Feb. 2.
Reading
- Text Chapter 1. (complete chapter)
-
Eigenvalue Show, this is the ftp directory for matlab files. At the
bottow there is access to a file called - eigshow.m.
This file provides an eigenvalue show that is both entertaining and
informative.
-
Interior-Point Methods, information, movies, ... at Argonne.
Problems
-
Homework #2 (Convex Sets and Functions
Due: Thursday Feb. 18.
Reading
- Text Chapter 2. (skip 2.5,2.6; and 2.4 was not done in depth)
Problems
-
Chapter 2, pages 77-80: # 2, 5, 9, 10, 17, 19
-
Homework #3 (Iterative Methods)
Due: Thursday Mar 4.
Reading
- Text Chapter 3 (3.1,3.2, and parts of 3.3).
Problems
-
Homework #4 (Iterative Methods and Constrained Optimization)
(incomplete still)
Due: Tuesday Mar 30.
Reading
Problems