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.
Monday, Wednesday, Friday, 11:00am - 12:15pm,
in Dinkelspiel G10.
Note: It is hard to find DinkG10 if you have not been in the classroom. It is located in the basement of Dinkelspiel and can be accessed through one of back doors. Please try to come early if it is your first time coming to the class.
March 22 (Thursday), 8:30AM - 11:30AM, Dinkelspiel Auditorium G10.
Please communicate with us via cme304-win1112-staff@lists.stanford.edu.
2011-2012 staff:
Carlos Alberto Sing-Long (casinglo@stanford.edu)
Youngsoo Choi (yc344@stanford.edu)
Tues: 1:15PM - 2:15PM ( 260-012 )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 11:00am, in class, on the specified day.
One late homework is allowed without explanation. The late homework is due in class at 11:00am 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.
2008: Brachistochrone Problem