MATH 442/542 - Optimization - Summer 2008
E-companion site: http://www.uccs.edu/~online/login.htm
Syllabus
Instructor: Dr. Radu C. Cascaval
http://www.uccs.edu/~rcascava
rcascava@uccs.edu
Office: Eng 279
Phone: 719-262-3759
Fax: 719-262-3605

Course Information:
            Textbook: Introduction to Optimization, by Pablo Pedregal, Springer Verlag, 2004, ISBN: 0-387-40398-1
           
           
Time/Place:
MWF 10:50-1:30pm - Room: EN 105
            Dates:
6/9 - 7/14, no class 7/4, but meets 7/3 instead
            Prerequisites: Math 313, Math 340 or equivalent

            Office Hours: MW 2:00-3:00pm, F 9:30-10:30am (subject to change)

Course description: The lectures will introduce topics in optimization such as: linear programming (simplex method, duality), nonlinear programming (Lagrange multipliers, convexity, duality), approximation techniques (line search methoids, gradient methods, conjugate gradients methods), calculus of variations, dynamic programming and elements of optimal control. The course has an E-companion website for access to grades throughout the semester, links to handouts and other important announcements.

Tentative Schedule:
Week 1: Linear Programming (6/9 - 6/13)
Week 2: Nonlinear Programming(6/16 - 6/20)
Week 3: Approximation Techniques (6/23 - 6/27)
Week 4: Variational Problems and Dynamic Programming (6/30 - 7/4)
Week 5: Optimal Control (7/7 -7/11)

Computational Aspects: Some concepts in optimization are best illustrated and understood through appropriate computational tools. Sample codes in Matlab (http://www.mathworks.com) will be provided and discussed in class. Prior experience with Matlab is not required, but exposure to working with some Computrer Algebra System is highly recommended.

Homework
: Problems (mostly from the required textbook) will be assigned each class meeting and will be collected twice a week (total 10 assigments will be graded). NO late homework will be accepted or graded. For Math 542 credit, students will have some additional homework problems to turn in. Some HMW problems may require the use of a computer and of codes similar to those discussed in class.

Exams: There will be one midterm exam and one final exam, scheduled as follows

Midterm: Friday, June 27
Final Exam: Monday, July 14

There will be no make up exams so please mark your calendars!

Grading: The course grade will consist of homework (150 points), midterm (150 points) and final exam (150 points). The final scores will be 'curved' to reflect the class distribution. Each student will receive a letter grade based on his/her relative standing in the class. Although attendance and participation do not formally enter the above computation, they will be taken into account every time one's score falls close to the cut-off value for a particular letter grade. At the same time you may be assured that if your score is at least 90% (or 80%,70%), then your letter grade will be at least A (or B, C respectively).

Other policies To make the most of your class, you are strongly encouraged to attend every class session. Students should notify (in advance) the instructor if they need to miss more than one session. Supporting documentation may be required for longer absence. For other course policies, consult the "Departmental Policies" link on the Math department web site http://www.uccs.edu/math. Drop dates: Please seek counseling from the Dean's office before dropping any course and note the following important dates: June 12 – last day to drop and receive a full tuition refund; June 19 - Lasy day to withdraw withour special permission from the Dean.

Academic Dishonesty Academic honesty is fundamental to the activities and principles of a university. All members of the academic community must be confident that each person's work has been responsibly and honorably acquired, developed, and presented. Any effort to gain an advantage not given to all students is dishonest whether or not the effort is successful. The academic community regards academic dishonesty as an extremely serious matter, with serious consequences that range from probation to expulsion. When in doubt about plagiarism, paraphrasing, quoting, or collaboration, consult the course instructor.

Disability Services Students with disabilities should contact the Office of Disability Services (Main Hall 105, phone 262-3354) and also notify the instructor of any special needs. They should provide their letter of certification from the Office of Disability Services within the first two weeks of classes.