## Summer 2008 Math 513R 001

# What, When, and Where:

### Course Description:

Numerical Methods for Optimization: Convex Analysis, Convex Optimization, Least Squares, Linear Programming, Unconstrained Optimization, Constrained Optimization, Optimal Control, Dynamic Programming.

### Lectures and Labs:

MWF 08:00a - 09:50a 299 TMCB (Lectures)

TuTh 08:00a - 09:50a 244 TMCB (Labs)

### Instructors:

Blake Barker

bhbarker@gmail.com

TMCB

Jeffrey Humpherys

jeffh@math.byu.edu

TMCB 306

Brent Kerby

bkerby@math.byu.edu

TMCB

Steve Lutz

steven.lutz@gmail.com

TMCB 300

Dennis Tolley

tolley@byu.edu

TMCB

Jeremy West

jwest@math.byu.edu

TMCB 270

### Lab Instructors

Bryant Angelos

McKay Heasley

Ian Fillmore

Spencer Patty

Candice Ward

Email labs in a Word or pdf file to: lab.ta.byu@gmail.com

### Office Hours:

MWF 01:00p-03:00p (in room of above instructor who lectured that day)

### Grading Scheme:

100% Homework Assignments

# Course Schedule: (subject to change)

Steve:

Jun 23 Inner Product Spaces, Review: Definitions, Orthogonal Sets

Jun 25 Inner Product Spaces, Review: Gram-Schmidt, Norms

Jun 27 Inner Product Spaces, Review: Fundamental Subspaces, Projectors, Least Squares

Jeff:

Jun 30 Convex Analysis: Convex Sets

Jul 02 Convex Analysis: Convex Functions, Jensen's Inequality

Jul 04 NO CLASS

Jeremy:

Jul 07 Convex Optimization:

Jul 09 Convex Optimization:

Jul 11 Convex Optimization:

Dennis & Steve:

Jul 14 Advanced Least Squares: Regression

Jul 16 Advanced Least Squares: Generalized Inverse, Recursive Least Squares

Jul 18 Advanced Least Squares: Total Least Squares

Steve:

Jul 21 Unconstrained Optimization: Contraction Mappings, Newton's Method

Jul 23 Unconstrained Optimization: Broyden's Method, Quasi-Newton Methods

Jul 25 Unconstrained Optimization: Conjugate Gradient, General Methods, Line Search

Brent:

Jul 28 Constrained Optimization:

Jul 30 Constrained Optimization:

Aug 01 Constrained Optimization:

Jeff:

Aug 04 Optimal Control:

Aug 06 Optimal Control:

Aug 08 Optimal Control:

# Lab Schedule: (subject to change)

Candice:

Jun 24 Matlab

Jun 26 Matlab

Candice:

Jul 01 Least Squares

Jul 03 Least Squares

McKay:

Jul 08 Linear Programming

Jul 10 Linear Programming

Steve:

Jul 15 Least Squares

Jul 17 Least Squares

Bryant:

Jul 22 Netwon

Jul 24 Newton

McKay:

Jul 29 Interior Point

Jul 31 Interior Point

Bryant:

Aug 05 Dynamic Programming

Aug 07 Dynamic Programming

# Assignments:

Given in class.