Nonlinear Optimization

Math 433/833 Spring 2009 Sections 001

Announcements:
(May 7) I have finished grading the final exam and computing the final course grades. I have posted these on Blackboard; please let me know if you have any questions.
I enjoyed teaching this class, and I hope that you enjoyed it, too. Thanks for your hard work during the semester and enjoy the summer!
 
Course Materials:
    Course policies and course log recording topics covered in each lecture.
    Textbook: The Mathematics of Nonlinear Programming by A. Peressini, F. Sullivan, and J. Uhl, Undergraduate Texts in Mathematics, Springer, 2nd printing, 1993.

Homework:
homework #0, due Wed Jan 14
homework #1, due Mon Feb 2
project #1, due Wed Feb 11
homework #2, due Fri Feb 20
homework #3, due Mon Mar 9
project #2, due Mon Mar 30
homework #4, due Fri Apr 10
project #3, due Mon Apr 27; data1.txt; data2.txt; data3.txt; data4.txt; data5.txt
      matlab format: mdata1.txt; mdata2.txt; mdata3.txt; mdata4.txt; mdata5.txt
homework #5, due Wed Apr 29; do not do 6b,8b

 
Instructor:
    Stephen Hartke, hartke @ No . Spam . mäth . únl . edu (appropriately changed)
    Office: Avery Hall Room 339, Phone: 402-472-7001
    Office Hours: Mon, Wed, and Fri, 10:35-11:25am, or by appointment.
Meeting Times:
    Mon, Wed, and Fri, 8:30am-9:20am, Oldfather Hall Room 208
Tests:
    There will be two morning tests: 7:30am-9:20am on Wed Feb 25 and Wed Apr 15
Final Exam:
    Tue May 5, 7:30am-9:30am Oldfather Hall Room 208
 
Old Announcements:
(Apr 29) The final exam is 7:30am-9:30am on Tue May 5 in our usual room. The exam will be cumulative, with an emphasis on the material from chapter 5 that was not on the second test. The format will be very similar to the tests. As before, you may use a calculator for scalar operations, and you may use a notes sheet: one 8.5x11 sheet of paper with anything you want written on it (front and back).
(Apr 27) The last homework is due on Wednesday Apr 29. Since we have not covered section 4.3, you do not have to do problems 6b or 8b.
(Apr 18) Project 3 and the data sets have been posted below. Note that there was a typo in the description of the last method; it's the rows of B that are described, not the columns.
(Apr 10) The second test will be 7:30am-9:20am on Wed Apr 15 in Oldfather 208. The test will cover chapters 3 and 4 and section 5.1 up through the lecture on Fri Apr 10. The format of the test will be similar to the first test. Calculators may be used, but only for arithmetic calculations (not linear algebra or calculus). You may also bring a notes sheet: one 8.5x11 sheet of paper with anything you want written on it, front and back.
(Mar 25) Thanks to the students who filled out the informal feedback survey! Here is a summary of the results.
(Mar 23) For Chapter 3, Exercise 15, there is a typo in the problem. It should read: show that y(k)-Dk(d(k)) is g(x(k+1)). This has also been updated in the Project 2 assignment.
(Feb 20) The first test will be 7:30am-9:20am on Wed Feb 25 in Oldfather 208. The test will cover the first two chapters of the book and be similar to the homework. Calculators may be used, but only for arithmetic calculations (not linear algebra or calculus). You may also bring a notes sheet: one 8.5x11 sheet of paper with anything you want written on it, front and back.
(Feb 13) Here are the calculations finishing Example 2.5.5(c) from the book. I did this example in class, but had the wrong coefficient of the first term in the posynomial. It turns out that that does not affect any of the calculations we did in class. These calculations use the example in the book and completely finish the problem.
(Feb 7) In Problem 1 of Project 1, the points where the gradient is equal to zero cannot be solved for algebraically. Sage gives an error when attempting to do this. The points must be found numerically. Here is an example showing how to numerically solve when the gradient equals zero in Sage. Other mathematical programs have similar features (for instance, fsolve in Maple).
(Feb 6) For the project, please submit everything on paper. I'm not expecting a long report, but some explanation of what you are doing (ie, what method for testing for positive definite, etc) would be good. You should also submit a code listing (with the code somewhat commented) and some examples cases (for those questions requiring you to write code) that show the code working correctly and test special cases (for instance, the zero matrix or 1x1 matrices).
(Jan 30) Here is the Sage introduction that I handed out in class; it contains the server information.
For students that could not log into the computers, you can activate your UNL Active Directory account here. You can also reset your password on this webpage.
(Jan 28) For class on Fri Jan 30 we will be meeting in Avery Hall Room 12 (in the basement).
(Jan 26) Homework #1 is due on Monday Feb 2.
(Jan 16) Based on the emails I received, no one has a conflict with starting the tests at 7:30am. Thus, the two tests are scheduled for 7:30am-9:20am on Wed Feb 25 and Wed Apr 15.
(Jan 12) This is the initial survey distributed in class today. If you have not returned the survey, please give me your completed survey at the next class.

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