MATH 4025 Optimization Theory and Applications
Spring 2018
Time: Monday, Wednesday and Friday , 9:30-10:20AM, 111 Lockett Hall
Instructor: Hongchao
Zhang
Lockett, Room 220/ TEL: 225-578-1982
email: hozhang@math.lsu.edu
web page : http://www.math.lsu.edu/~hozhang/Math4025/Math4025.html
Office Hours: Monday and Wednesday 10:30 – 11:30 AM or by appointment or Anytime you stop by and I am in my office
Text: Lecture Notes
Prerequisites: Linear Algebra, Multivariable Calculus
Contents:
Depending on the time available, tentative topics include
Convex sets, Convex functions ,
Optimality Conditions, Linear Programming, Simplex Method, Nonlinear Programming,
line Search and Trust Region Method, Steepest Descent Method, Newton's Method,
Cojugate Gradient Method, Quasi-newton Method, Quadratic Programming
Homework: Homework will be handed out in class.
Grade:
Homework: 25%
Projects: 10%
Midterm Exam: 25%
Final Exam: 40%