This course is intended to provide a thorough background of computational methods for the solution of linear and nonlinear optimization problems. Particular attention will be given to the description and analysis of methods that can be used to solve practical problems. Although the focus is on methods, it is necessary to learn the theoretical properties of the problem and of the algorithms designed to solve it.
Work for the course will include:
4 homeworks.
A project where you code an optimization algorithm.
A final exam.
Download the full syllabus here.
Monday and Friday from 10:45am to 12:20pm in Gates Computer Science, Rm. B12
Please communicate with us via cme304-win1516-staff@lists.stanford.edu.
2015-2016 staff:
Carlos Sing-Long (casinglo@stanford.edu)
Office hours: Tuesday and Thursday from 5:00pm to 7:00pm in Bldg. 300, Rm. 303
Distributed through coursework.
There will be 4 homeworks, approximately assigned at 2 week intervals.
Homeworks are generally due 1 week after assignment.
Homeworks are due at 10:30am, in class, on the specified day (usually Friday).
One late homework is allowed without explanation, except for the first homework. The late homework is due in class at 10:30am on Monday of the following week.
Other late homeworks will be penalized a letter grade.
No late work will be accepted beyond the Monday following the due date.
We are unable to accept any homework after the last day of classes. Thus, late days may not be available for the last homework.
W. Murray, Newton-type Methods, Wiley Encyclopedia of Operations Research and Management Science.
Direct machine parameter optimization, Philips Medical Systems.
Inverse planning optimization, Philips Medical Systems.
P. E. Gill, W. Murray, and M. H. Wright, Practical Optimization, Academic Press.
J. Nocedal, S. J. Wright, Numerical Optimization, Springer Verlag.
D. Bertsekas, Nonlinear Programming, Athena Scientific.
P. E. Gill, W. Murray and M. H. Wright, Numerical Methods for Linear Algebra and Optimization: Volume 1, Addison-Wesley.
P. E. Gill and W. Murray, Numerical Methods for Constrained Optimization, Academic Press.
R. Fletcher, Practical Methods for Optimization, Wiley.
A. V. Fiacco and G. P. McCormick, Nonlinear Programming: Sequential Unconstrained Minimization Techniques, SIAM.
O. L. Mangasarian, Nonlinear Programming, SIAM.