Math 409-509, Optimization (Spring 2011)
Lectures: Mon and Wed between 12:30-13:45 at CAS B26

Instructor:
Emre Mengi
Office: SCI 114
E-mail: emengi@ku.edu.tr
Phone: 338-1658
 Office Hours:Mon 11:15-12:15Wed 14:00-15:00(or by appointment)

Teaching Assistant:
Rumi Melih Pelen
Office: SCI 156
E-mail: mpelen@ku.edu.tr
 Office Hours: Mon  15:00-17:00

Course Description:
Optimization problems arise in various fields ranging from economics to physics and in our daily lives. Airlines arrange their schedules to maximize their profit subject to constraints imposed by limited resources such as number of crew-members and planes. Ray of light follows a path to minimize the travel time.

Two main ingredients of an optimization problem are
• an objective function which we want to minimize or maximize,
• a set of constraints which determines the set of allowable points over which the objective function must be minimized or maximized.
The first part of this course will focus on unconstrained optimization problems in the absence of constraints. Constrained optimization problems will be considered in the second part. For both cases we will derive the optimality conditions (i.e. conditions that distinguish an optimal point from an ordinary point), introduce numerical algorithms to locate points satisfying the optimality conditions and analyze the convergence properties of the numerical algorithms.

(See
the course syllabus for issues such as grading and the formats of the exams.)

Announcements:
• You can see your finals on June 9th, Thursday between 12:50-13:20. Please first have a look at the actual final and solutions.

Textbooks:
• Numerical Optimization - Class Notes by Philip E. Gill and Margaret H. Wright  (This is the main textbook. You can obtain a copy from the Xerox room in the student center.)
• Numerical Optimization 2nd Edition by Jorge Nocedal and Stephen J. Wright  (On several occasions we will also depend on this book. This book will be available at the reserve desk in the library.)

Resources:
• Past Exams (that I handed out at UC San Diego in Spring 2009)

 Homeworks:All homeworks are due by 14:00 on the indicated dates below.Midterm:The midterm was held during the regular lecture hour on April 25, Monday.Final:The final will take place on June 2nd, Thursday between 9:00-12:00 at SCI Z08. Exams and Solutions:midterm --- solutionsfinal --- solutionsImportant Enrollment Dates and Holidays:(Holidays are underlined.)February 14th, First Day of ClassesFebruary 16th-18th, Add-dropsApril 4th-8th, Spring BreakApril 15th, Last Day to WithdrawMay 19th (Thr), Youth and Sports Day May 27th, Last Day of ClassesJune 1st-14th, Finals