Instructor Fall 2019: Xiao-Chuan Cai
Topics
Unconstrained optimization
System of nonlinear equations
Linear and nonlinear conjugate gradient methods
Quasi-Newton methods
Nonlinearly preconditioned Newton methods
Nonlinear least-squares problems
Basic optimization algorithms in supervised and unsupervised learning
Constrained optimization
Quadratic and sequential quadratic programming
Prerequisite
CSCI 3656 or CSCI 5606, and three semesters of calculus, or consent of instructor.
Text book:
Jorge Nocedal and Stephen J. Wright, Numerical Optimization, 2nd edition, 2006, Springer.
Grade
Homework 60%, Final presentation 40%.