Version of Aug 28, 2008. MATH 484 ( Fall 2008 ) Nonlinear Programming MWF11 at 443 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 11:00-11:50 in 443 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 9:30-10:20
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 eight homeworks, but the grading is based mainly on exams.

HOURLY EXAMS: Three evening exams are planned tentatively Oct 8, Oct 22 and Dec 3 at 5-6:50 pm (all Wednesdays) in our usual classroom 443 Altgeld.

FINAL EXAM: The final exam will be on Dec 18, Thursday, 8:00-11:00am, in our usual classroom (443 Altgeld).

NO CLASS: on Nov 3-14
However we have three two-hour evening exams.
No class on Sep 1 (Labor Day).
No classes on Nov 24, 26, 28 (Thanksgiving Holiday).

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

WEB: http://www.math.uiuc.edu/~z-furedi/484math_2008.html