Version of Sept 1, 2006. MATH 484 (Fall 2006) Nonlinear Programming MWF1 at 141 Altgeld Zoltan Furedi

Syllabus

The aim of this course is to give an introduction to an important field of mathematics, a part of optimization problems. We emphasize techniques, but also present proofs of theorems.
Some of the topics covered: Iterative and analytical solutions of constrained and unconstrained problems of optimization; gradient and conjugate gradient solution methods; Newton's method, Lagrange multipliers, duality and the Kuhn-Tucker theorem; and quadratic, convex, and geometric programming.
But our main topic is related to convexity, so we slightly diverge from our textbook and emphasize more on convex programming.

LECTURES, DISCUSSION: Monday, Wed. and Friday 1:00-1:50 in 141 Altgeld Hall.

PREREQUISITE: MATH 242 or MATH 243; MATH 347 or MATH 348 or equivalent experience; and a knowledge of linear algebra equivalent to MATH 415; or consent of instructor.

INSTRUCTOR: Prof. Zoltan Furedi, 233B Illini Hall
Telephone 333-3355.
E-mail address: z-furedi@math.uiuc.edu

OFFICE HOURS: Wednesday 10:30-11:20
I can often see you if you come by without an appointment (whether or not during office hours).

TEXT: A. Peressini, F. Sullivan and J. Uhl: The Mathematics of Nonlinear Programming, Undergraduate Text in Mathematics, Springer
We leave out (among others) Sections 2.2, 3.3 and 5.5.

HOMEWORK: There will be some homeworks, but the grading is based mainly on exams.

HOURLY EXAMS: Three evening exams are planned tentatively Sep 27, Oct 25 and Nov 29 at 5-6:50 pm (all Wednesdays), in the neighbouring room: 143 Altgeld.

FINAL EXAM: The final exam will be on Dec 13, Wednesday, 1:30-4:30pm, here in our usual classroom.

NO CLASS: on Sep 1, Sep 6, Nov 3.
These are cancelled for the 3 evening exams.
No class on Sep 4 (Labor Day).
No classes on Nov 20, 22, 24 (Thanksgiving Holiday).

GRADING: Homework -- 12% ; Hour Exams -- 3x15% ; Final Exam -- 43%

WEB: http://www.math.uiuc.edu/~z-furedi/math484.html