Math 5750/6880 – Optimization

Steepest descent in Rosenbrock function

Class information

Class meets: MWF 11:50-12:40
Where: LCB 222 (note: this is different from what was announced in the fliers)
Textbook: J. Nocedal and S. Wright, Numerical Optimization, Springer, second edition.
Prerequisites: Linear algebra. Vector calculus. Basic programming experience (familiarity with loops and arrays is enough)
Intended audience: Graduate students from departments other than Math usually take Math 6880. Undergraduates take Math 5750.

Contact information

Instructor: Fernando Guevara Vasquez
Office: LCB 212
Office hours: MWF 2-3pm or by appointment
Phone number: +1 801-581-7467
Email: fguevara(AT)math.utah.edu
(replace (AT) by @)

Syllabus

The syllabus is available here: syllabus.pdf

Grading

Homeworks 30%, Midterm exam 15%, Final exam 15%, Final project 40%
Homeworks will be given roughly biweekly. The project will consist on applying the methods we see in class to your particular research problem or to a problem chosen in conjunction with the instructor.

Class notes, assignments and other important announcements are
available from Canvas for registered students here.