Course Overview
This is a graduate level, mathematics-oriented and theoretical course (open to seniors). You will not learn computers or calculation techniques other than a short demo about using simple optimization interface AMPL and an online tool NEOS. We will talk about mathematical definitions, properties, theorems, and a bit proofs. The readings assigned for the discussions will be academic and technical. Students are required to preview (預習) the assigned materials before specific dates (announced in the calendar in this Course Website.)
Course Format:
A combination of handouts delivering, blackboard writing, and slides displaying
Taking (some) classroom notes should be helpful.
Computer Techniques:
(1) AMPL: with the solvers on NEOS
(2) Other advanced computer languages and interfaces
Homework for Individuals :
(1) Preview of the specified texts announced on the course website
(2) Expected 3 homework sets
Group Oral Presentations (with slides shared with the class) :
Assigned question to each group
Group Final Project (oral presentation) :
Assigned or selected project. Announced after midterm
Grading Weights:
Homework 30%;
Group oral presentations and In-class discussions 10%;
Midterm Exam 30%;
Final Project 30%
Academic Integrity and Student Responsibilities:
Cheating in any format is prohibited. Plagiarism is prohibited.
Topics and Homework Assignments Schedule:
Announced on this Course Website
Course Contents:
1. Unconstrained optimization
2. Constrained optimization
3. Lagrange multiplier methods,
4. Sequential quadratic programming methods
5. Interior-point methods
6. Related classes of problems
7. Special topics
Instructor - Prof. Yu-Ching Lee
I have been working in the area of optimization and operations research for almost 20 years.