General Info

• Lectures: Tuesday 6-8pm and Thursday 6-7pm in BA 2135.
  
  
• The suggested textbook for this course is Linear and Non-Linear Programming (4th Edition) by David Luenberger & Yinyu Ye. Publisher: Springer. Should be availlable at the UT bookstore.
  


• Course Syllabus (approximate): 
  
  
• Linear and Non-Linear Programming: parts of chapters 7,8,9,11. 
  
• The Calculus of Variations: notes by Prof. Robert Jerrard will be availlable on Blackboard.
  
• Supplementary material from lectures.
  


• The Course Grade will be calculated as follows:


25% Homework
30% max{Term Test, Final Exam}
45% Final Exam

• There will be 5 or 6 homework assignments. Assignments are to be handed in on assigned dates at the beginning of class. 
• Please staple your homeworks. Unstapled homeworks will be penalized 2 points.
• NO late homework will be accepted.
  
• Important: There will be no make up term test! If you have a valid reason for missing the term test, the corresponding portion of the final exam will count as your term test grade.


• Exam dates:
• Term Test: Tue, June 21, 6-8pm.
  
• Final Exam: Mon, Aug 15, 7-10pm.


• Please read the information in the two links below about academic misconduct: Plagiarism, Misconduct.

#	Week of ...
Summer Semester:
1	May 10	Review. Finite dimentional optimization (unconstrained problems): 1st and 2nd order neccessary conditions for a minimum. HW1 posted.
2	May 17	Finite dimentional optimization (unconstrained problems): 2nd order sufficient condition for a minimum. Convex functions: C 1 and C 2 characterizations.
3	May 24	Convex functions: local minimum is a global minimum, maxumum is attained on boundary of compact convex domain. Introduction to Finite dimentional optimization (equality constraints): Lagrange multipliers. HW2 is posted. HW1 solutions posted.
4	May 31	Finite dimentional optimization (equality constraints): 1st and 2nd order neccessary conditions for a local minimum. 2nd order sufficient condition for a local minimum.
5	June 7	Finite dimentional optimization (inequality constraints): 1st and 2nd order neccessary conditions for a local minimum. 2nd order sufficient condition for a local minimum. Solutions to HW2 posted.
6	June 14	Algorithems: Newton's method, method of steepest descent. Sample midterm posted.
7	June 21	Summer break.
8	June 28	June 27 Review session (Chris) and extra office hours. June 28 Midterm. Steepest descent.
9	July 5	Return midterm. Conjugate direction methods. Conjugate gradient method.
10	July 12	Global convergence theorem. Calculus of Variations: introduction.
11	July 19	Calculus of Variations: 1st order necc. conditions, Euler-Lagrange equation.
12	July 26	Calculus of Variations: Examples, classical mechanics (least action principle).
13	Aug 2	Calculus of Variations: equality constraints, sufficient conditions (convexity).
	Aug 12	Final exam review session (Chris): 1-3pm.
	Aug 15	Extra office hours: 2-4pm. Final exam: 7-10pm.