Instructor: Jing Li
Office: Room 360, Mathematics and Computer Science Building
Phone: (330) 672-9111
E-mail: li@math.kent.edu
Office hours:
Monday/Wednesday: 1:45pm -- 3:45pm;
or by appointment.
Focus of this course will be on the analysis and implementations of important
numerical methods in the area of soving nonlinear equations and optimizations.
Line search method, Newton's method, quasi-Newton methods, conjugate gradient methods,
will be studied. Constrained optimization, penalty, barrier, and augmented
Lagrangian methods will also be discussed if time allows.
Prerequisites
Calculus, linear algebra.
Grading Policy
The grade will be determined by your grades on the homework (40%),
mid-term project (30%), and final project (30%).
Required Text
Numerical Methods for Unconstrained Optimization and Nonlinear Equations, by
J. E. Dennis, Jr. and R. B. Schnabel, SIAM, 1996.
Recommended Books
Numerical Optimization, by J. Nocedal and S. J. Wright, Springer, 1999.
Matlab Information
Matlab is loaded on the Computer Science/Math department network
servers. Account application form is available outside Room 147. You
need to use Matlab in the first homework, so be HURRY and get familiar
with MATLAB as soon as possible. You can also buy the Student version
of Matlab for $99 from Mathworks
. A few online Matlab tutorials: