MATH 62264/72264: Numerical Solution of Nonlinear Systems

TIME & PLACE: Tu+Th 2:15 - 3:30 pm, MSB 276

INSTRUCTOR:

COURSE INFORMATION:

This course presents the mathematical background for state-of-the-art techniques for the solution of nonlinear systems of equations and for certain optimization problems. Algorithms and implementation aspects will be discussed. The course treats both small to medium-sized problems, for which the Jacobian or Hessian matrices can be factored, as well as techniques for problems that are so large that factorization is impossible or undesirable. Implementation in MATLAB of several of the methods discussed will give valuable experience in how the methods perform.

TEXT BOOK:

``Introduction to Nonlinear Optimization: Theory Algorithms, and Applications with MATLAB'' by A. Beck, SIAM, Philadelphia, 2014.

Other useful book: ``Numerical Optimization'' by J. Nocedal and S. J. Wright, 2nd ed., Springer, New York, 2006.

CLASS OPERATION:

Homework will be assigned regularly. The homework will include implementing and testing several of the methods discussed in MATLAB. Students will be requested to read and discuss papers that extend the theory covered by the text book and present these papers in class.

REGISTRATION INFORMATION:

The official registration deadline for this course is 1/21/18. University policy requires all students to be officially registered in each class they are attending. Students who are not officially registered for a course by the published deadlines should not be attending classes and will not receive credit or a grade for the course. Each student must confirm enrollment by checking his/her class schedule (using Student Tools in FlashLine) prior to the deadline indicated. Registration errors must be corrected prior to the deadline.

PLAGIARISM:

Presenting someone else's work as your own is discussed here. This includes finding the answer of a homework problem in a book, on the internet, or in someone else's assignment, and copying it. Plagiarism, of course, is unacceptable.

STUDENTS WITH DISABILITIES:

University policy requires that students with disabilities be provided reasonable accommodations to ensure their equal access to course content. If you have a documented disability and require accommodations, then please contact the instructor at the beginning of the semester to make arrangements for necessary classroom adjustments. Please note, you must first verify your eligibility for these through Student Accessibility Services (contact 330-672- 3391 or visit www.kent.edu/sas for more information on registration procedures).

MATLAB

is the programming language used for in-class demonstrations. Here are a few links to online MATLAB tutorials:

  • MATLAB tutorial
  • MATLAB guide
  • Gigantic MATLAB tutorial
  • Yet another MATLAB tutorial The tutorials are quite nice and useful! The first one is subdivided into 8 short lectures and is probably best suited for this course.