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

Emre Mengi
Office: SCI 114
Phone: 338-1658
Office Hours:
Mon 11:15-12:15
Wed 14:00-15:00
(or by appointment)

Teaching Assistant:
Rumi Melih Pelen
Office: SCI 156
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.

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

  • 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.



All homeworks are due by 14:00 on the indicated dates below.

The midterm was held during the regular lecture hour on April 25, Monday.

The final will take place on June 2nd, Thursday between 9:00-12:00 at SCI Z08.

Exams and Solutions:

Important Enrollment Dates and Holidays:
(Holidays are underlined.)
  • February 14th, First Day of Classes
  • February 16th-18th, Add-drops
  • April 4th-8th, Spring Break
  • April 15th, Last Day to Withdraw
  • May 19th (Thr), Youth and Sports Day 
  • May 27th, Last Day of Classes
  • June 1st-14th, Finals