Introduction to Optimization, Fall 2017

Course Outline

Time and location

Time: Monday, Thursday 10:00 - 11:50am

Location: LOW 3112

Instructor

Yangyang Xu

Office: Amos Eaton 310

Office hour: MR 1:30pm - 3:00pm or by appointment

Email: xuy21@rpi.edu

Biweekly Homework

  • Assignment 1 (due on 09-25-2017 in class)
    Exercises 2.1, 2.5 (a, c, e), 2.12, 2.54 in “Nonlinear Programming: Theory and Algorithms 3rd Ed. By Bazaraa-Sherali-Shetty”

  • Assignment 2 (due on 10–10-2017 in class)
    Exercises 3.3, 3.10, 3.18, 3,27, 3.49 in “Nonlinear Programming: Theory and Algorithms 3rd Ed. By Bazaraa-Sherali-Shetty” and [GeoMean]

  • Assignment 3 (due on 10-19-2017 in class)
    Exercises 2.17, 2.21 (a, c), 2.46, 4.2, 4.4, 4.27 in “Nonlinear Programming: Theory and Algorithms 3rd Ed. By Bazaraa-Sherali-Shetty”

  • Assignment 4 (due on 11-6-2017 in class)
    Exercises 4.33, 4.37, 5.1, 5.6, 5.11, 5.15 in “Nonlinear Programming: Theory and Algorithms 3rd Ed. By Bazaraa-Sherali-Shetty”

  • Assignment 5 (due on 11-20-2017 in class)
    Exercises 6.7, 6.11 (a, b), 6.16, 6.40, 7.12, 7.16 (a, b, c) in “Nonlinear Programming: Theory and Algorithms 3rd Ed. By Bazaraa-Sherali-Shetty”

  • Assignment 6 (due on 12-11-2017 in class)
    For all questions that require to apply an algorithm, print results of at least 5 iterations or until a stopping tolerance 1e-4. If you use computer to implement the algorithm, also print out your code.
    Exercises 8.3 (a, c), 8.9 (a, c), 8.22 (a, b, d, e), 8.27, 8.32, 8.47, 9.4, 9.7, 9.15, 9.21 in “Nonlinear Programming: Theory and Algorithms 3rd Ed. By Bazaraa-Sherali-Shetty”

Project

Read the description and requirement [nonnegative matrix factorization]. It is due on 12-13-2017.