Lecturer: Jonathan
Korman Office: BA6236 email: jkorman at math at toronto at edu (do not send email to any other accounts) Office Hours: Wed 5:15-6 and Fri 4-4:30 |
    | Teaching
Assistant:
Mykola Matviichuk Office Hours: Mon 12-1 and Tue 10-11 in BA6135 email: mykola dot matviichuk at mail dot utoronto dot ca |
# | Week of ... | |
Fall Semester: | 0 | Sep 8 | Introduction | 1 | Sep 11 | Review. Finite dimentional optimization (unconstrained problems): 1st and 2nd order neccessary conditions for a minimum. | 2 | Sep 18 | Finite dimentional optimization (unconstrained problems): 2nd order sufficient condition for a minimum. Convex functions: C 1 and C 2 characterizations. |
3 | Sep 25 | 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. |
4 | Oct 2 | Finite dimentional optimization (equality constraints): 1st and 2nd order neccessary conditions for a local minimum. 2nd order sufficient condition for a local minimum. |
5 | Oct 9 | Finite dimentional optimization (inequality constraints): 1st and 2nd order neccessary conditions for a local minimum. 2nd order sufficient condition for a local minimum. |
6 | Oct 16 | Algorithems: Newton's method, method of steepest descent. | 7 | Oct 25 | Midterm. Steepest descent. | 8 | Oct 30 | Conjugate direction methods. Conjugate gradient method. | Nov 6 | Reading week. | 9 | Nov 13 | Global convergence theorem. Calculus of Variations: introduction. | 10 | Nov 20 | Calculus of Variations: 1st order necc. conditions, Euler-Lagrange equation. | 11 | Nov 27 | Calculus of Variations: Examples, classical mechanics (least action principle). | 12 | Dec 4-6 | Calculus of Variations: equality constraints, sufficient conditions (convexity). | Dec 9-20 | Final Exams period |