TMA4180 Optimization Theory, 2009

TMA4180 Optimization Theory

Våren 2009

News

06.02.02
  • This page will no longer be updated (very frequently). Refer to it's learning
21.01.09
  • Assignment 1 (Exercise 1) is now available under it's learning. Please let me know if you have problems accessing it
16.01.09
  • Lectures (from next week):
    • Tuesdays 8-10, B1, "Berg, sokkel", (ground floor) [pic] [map]
    • Thursdays 12-14, H1, "Hovedbygg", first floor [pic] [map]
15.01.09
  • I now think that we will use partly it's learning and partly this page. Today I translate the pages into english.
  • Today it was decided that new lecture hours (starting from next week) will be Tuesdays either 8-10 or 14-16 and Thursdays 12-14. The decision regarding Tuesdays as well as new lecture rooms will be posted shortly on this page.
  • The midterm test will probably be held Thursday March 5 in place of the lectures.
  • There will be no lecture in week 10 (March 2-6). In week 12 (March 16-20) there will either be a standin lecturer or no lectures.

Contents

Course information

See also the "studiehåndboka" [link]
    Lecturer:
    Brynjulf Owren, room 1350, SII
    Telephone: (735)-93518

    Teaching assistant:
    Simone Cifani
    Email: Simone(dot)Cifani(at)math.ntnu.no
    Office: room 1002, 10th floor SB2.
    Lectures: (First: 15.01)
    Tue 8-10, B1, "Berg, sokkel", (ground floor) [pic]
    Thu 12-14, H1, "Hovedbygg", first floor [pic]
    [map]
    Assignments:
    Tue 17-18, F3 (Occasionally in the IMF computer labs 3rd floor SB 2, north annex).
    Lectures will be a mixture of Matlab programming and theory
    Midterm test
    Midterm test is scheduled for March 5. Counts 20 percent, but only positively.
    Exam:
    Friday May 22, 2009, 09.00-13.00. Counts 80 percent
    Material:
    • Nocedal and Wright, Numerical Optimization Springer Series in Operations Research, Second Edition, Springer, 2006.
    • Troutman Variational Calculus and Optimal Control Springer Undergraduate Texts in Mathematics, Second Edition, Springer 1996.
    • Handouts written by Harald Krogstad. [link]

Assignments

Please refer to it's learning.

Referansegruppe

John Torjus Flåm
john.torjus.flam [at] iet.ntnu.no
Geir Bogfjellmo
bogfjell [at] stud.ntnu.no

Progress plan

Please refer to calendar under its learning where the reading material should be posted prior to each lecture.

Old exams

Curriculum

Office hours before exam

Evaluation and grade determination

Notes

These notes were written by Harald E. Krogstad, and will be a central part of the curriculum also this term.
  1. Basic Mathematical Tools (2008 revision) [pdf]
  2. Low-dimensional, unconstrained problems (2008 revision) [pdf]
  3. Numerical experiments: Steepest Descent and Nelder Mead [pdf]
  4. Exact solution of the Trust Region quadratic problem (2008 revision) [pdf]
  5. Notes about the Conjugate Gradient method (2008 revision) [pdf]
  6. Least Squares Optimization (2008 revision) [pdf]
  7. About Matlab Optimization Toolbox (unconstrained) [pdf]
  8. Note about the KKT-theorem (2008 revision) [pdf]
  9. Guide to LP (2007 version. Some small corrections inserted 12 March 2008). [pdf]
  10. Feeding the summer camp (example during the lecture 22 Feb.) [pdf]
  11. Slides about linear programming (2008 revision) [pdf]
  12. Optimal Network Flow (2008 revision) [pdf]
  13. Quadratic Programming
    1. Quadratic Programming Basics (2008 revision) [pdf]
    2. Quadratic Programming Basics (OHs) (2008 revision) [pdf]
    3. Quadratic Programming in Matlab [pdf]
  14. Penalty and Barrier Basics (2008 revision) [pdf]
  15. Introduction to Inverse Problems (2008 revision) [pdf]
  16. Comments about derivatives (2008 revision) [pdf]
  17. Fastest descent - the Brachistochrone [pdf]
  18. Optimal Production Strategy (2008 revision) [pdf]
  19. Optimal exam preparation (exam 1996) [pdf]
  20. Variational Calculus and PDEs [pdf]
  21. Frechet Derivatives. Variational formulation of classical mechanics (NOT A PART OF THE CURRICULUM) [pdf]