Optimization (Fall 2008)

General Information

• Course Number: CE5055 @ NCU, Taiwan
• Location: E6-A203
• Semester: Fall 2008, Monday 10:00am-12:00pm, Wednesday 10:00am-11:00am
• Target students: Senior undergraduates, graduates

Instructor

• Chia-Hui Chang
• Office Hours: Monday, Wednesday, 3:00pm~5:00pm or by appointment

Teaching Assistant

• Stanley Fan
• Office Hours:

Evaluation

• Four Assignments: 40%
• Mid-term Exam: 20%
• Paper Reading & Presentation: 20%
• Final Project: 20%

Textbook

An Introduction to Optimization, 3rd Edition by Edwin K. P. Chong, Stanislaw H. Zak

Introduction to optimization [electronic resource] / Pablo Pedregal. Pedregal, Pablo, 1963- New York : Springer, c2003.

Course Topics

1. Introduction (1 weeks)
2. Mathematical Preliminaries (1 weeks)
3. Part I: Unconstrained Optimization (4 weeks)
   • One-dimension search method
   • Gradient method
   • Newton's method
   • Conjugate direction method
   • Least-square analysis
   • Neural networks*
4. Part II: Linear Constrained Optimization
   • Linear programming
   • Quadratic programming
5. Part III: NonLinear Constrained Optimization
   • Langrange multipliers
   • KKT condition
   • Convexity
   • Duality