Math 171B (Spring 2019)
Math 171B is an upper-division course introducing students to
the field of mathematical optimization, in particular, the
area of nonlinear optimization (historically known as nonlinear
programming). Topics covered in this course include the
geometry of nonlinear programming, optimality conditions, the
method of steepest descent, Newton's method, penalty function methods,
augmented Lagrangian methods, interior methods.
Some programming experience is recommended. Some homework assignments will
require the use of Matlab.
The aim of the class is for students to
- understand the basic theory and methods for nonlinear optimization problems,
- determine whether a problem has a solution or not, and
- gain practical experience by utilizing state-of-the-art tools.
instructor | office hours | lectures | |
---|---|---|---|
Philip Gill | pgill@ucsd.edu |
Monday, Wednesday 2:15p – 3:15p APM 5872 |
MWF 1p – 1:50p Center Hall 214 |
teaching assistant | office hours | Monday discussion section(s) | |
Minxin Zhang | miz151@ucsd.edu | Tuesday 1p – 3p; APM 6446 |
A01 (5p in APM B402A) |
Fangyao Su | f2su@ucsd.edu | Monday 3:30p – 5p; Friday 4p – 6:30p; APM 6452 |
A02, A03 (6p, 7p in APM B402A) |
Midterm:
Homework:- HW1 | HW1 solutions
- HW2 | HW2 solutions
- HW3 | HW3 solutions
- HW4 | HW4 solutions
- HW5 | HW5 solutions
- HW6 | HW6 solutions
Lecture slides:
Download lecture slides from
the class calendar.
Class text:
The class text is
available here. The
login/password is your UCSD login name (lowercase) and PID
(uppercase) (e.g., 'pgill', 'A12345678').
Written assignments:
gradescope
Programming assignments:
matlab.ucsd.edu
Matlab m-files:
Important Dates:
- Mon Apr 1: First lecture
- Fri Apr 26: Midterm 1
- Fri May 24: Midterm 2
- Thu Jun 13 (11:30a – 2:30p): Final exam
- UCSD Enrollment Calendar
Grades:
Course grades are based on homework
assignments (20%), two midterm examinations (20% each), and the
final examination (40%).
Letter grades will be assigned based on the following scale: A+ > 99%, A > 93%, A- > 90%, B+ > 87%, B > 83%, B- > 80%, C+ > 77%, C > 72%, C- > 70%. I reserve the right to lower the scale (that is, any change to the scale will either improve your grade or leave it unchanged).
Textbook:
There is no required textbook for this
course. A copy of "Nonlinear Programming Notes" by Philip
E. Gill and Margaret H. Wright will be made
available to enrolled students. Please do not distribute or repost these
notes.
Written assignments:
Students will turn in written
homework assignments
via gradescope. See
gradescope's help
center for directions on submitting assignments. Written
assignments can be hand-written or typed (e.g., via LaTeX).
Please try to write neatly and clearly indicate the start of
each problem. Remember to write your name and ID number.
Programming assignments:
Some homework assignments will require the use of Matlab.
Students will be required to submit extracts of their Matlab sessions
as part of their written homework assignments.
All enrolled students can obtain access to Matlab at
matlab.ucsd.edu.
Assignment due dates:
Due dates will be indicated in the course
calendar and on the assignments.
Midterm examinations:
Midterm examinations will be held in class.
Final examination:
Final examination is scheduled for
Thursday June 13 from 11:30a to 2:30p (location TBA). The final
will cover all material presented during the quarter.
Regrade Policy:
It is the responsibility of the student to
check graded assignments and examinations and to check that there are
no errors or discrepancies. After exams and assignments are returned,
students should look over them. Any errors or discrepancies should be
brought to the attention of the instructor or the teaching assistant
immediately. As this course is
using gradescope, regrade requests should be submitted via gradescope.
However, regrade requests should be submitted in a timely manner
(preferably within one week from the grades being released). Requests
that arrive excessively late will be handled at the discretion of the
course staff.
The login and password are your UCSD login name (lowercase) and PID (uppercase) (e.g., 'pgill', 'A12345678').
You can download written assignments below. Submit the written assignments via gradescope.com.
# | Monday | Tuesday | Wednesday | Thursday | Friday |
---|---|---|---|---|---|
1 | 4/1 lec 1 lec 1 (4x1) | lec 1 (2x1) |
4/3 lec 2 lec 2 (4x1) | lec 2 (2x1) |
4/5 lec 3 lec 3 (4x1) | lec 3 (2x1) |
||
2 | 4/8 lec 4 lec 4 (4x1) | lec 4 (2x1) section |
4/10 lec 5 lec 5 (4x1) | lec 5 (2x1) |
4/12 lec 6 lec 6 (4x1) | lec 6 (2x1) HW1 due by 11pm |
||
3 | 4/15 lec 7 lec 7 (4x1) | lec 7 (2x1) section |
4/17 lec 8 lec 8 (4x1) | lec 8 (2x1) HW2 due by 11pm |
4/19 lec 9 lec 9 (4x1) | lec 9 (2x1) |
||
4 | 4/22 lec 10 lec 10 (4x1) | lec 10 (2x1) section |
4/24 lec 11 lec 11 (4x1) | lec 11 (2x1) HW3 due by 11pm |
4/26 midterm Location: Center Hall 214 |
||
5 | 4/29 lec 12 lec 12 (4x1) | lec 12 (2x1) section |
5/1 lec 13 lec 13 (4x1) | lec 13 (2x1) |
5/3 lec 14 lec 14 (4x1) | lec 14 (2x1) |
||
6 | 5/6 lec 15 lec 15 (4x1) | lec 15 (2x1) section |
5/8 lec 16 lec 16 (4x1) | lec 16 (2x1) HW4 due by 11pm |
5/10 lec 17 lec 17 (4x1) | lec 17 (2x1) |
||
7 | 5/13 lec 18 lec 18 (4x1) | lec 18 (2x1) section |
5/15 lec 19 lec 19 (4x1) | lec 19 (2x1) HW5 due by 11pm |
5/17 lec 20 lec 20 (4x1) | lec 20 (2x1) |
||
8 | 5/20 lec 21 lec 21 (4x1) | lec 21 (2x1) section |
5/22 lec 22 lec 22 (4x1) | lec 22 (2x1) HW6 due by 11pm |
5/24 midterm Location: Center Hall 214 |
||
9 | 5/27 Holiday |
5/29 lec 23 | 5/31 lec 24 |
||
10 | 6/3 lec 25 section HW7 due by 11pm |
6/5 lec 26 |
6/7 lec 27 HW8 due by 11pm |
||
Finals | 6/13 final exam 11:30a – 2:30p Location: Center Hall 214 |