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.
Monday, Wednesday 2:15p – 3:15p
|MWF 1p – 1:50p
Center Hall 214
|teaching assistant||office hours||Monday discussion section(s)|
|Minxin Zhangemail@example.com||Tuesday 1p – 3p;
|A01 (5p in APM B402A)|
|Fangyao Sufirstname.lastname@example.org|| Monday 3:30p – 5p;
Friday 4p – 6:30p;
|A02, A03 (6p, 7p in APM B402A)|
- HW1 | HW1 solutions
- HW2 | HW2 solutions
- HW3 | HW3 solutions
- HW4 | HW4 solutions
- HW5 | HW5 solutions
- HW6 | HW6 solutions
- HW7 | HW7 solutions
- HW8 | HW8 solutions
Download lecture slides from the class calendar.
The class text is available here. The login/password is your UCSD login name (lowercase) and PID (uppercase) (e.g., 'pgill', 'A12345678').
- 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
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).
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.
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.
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 will be held in class.
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.
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.