# Computational Optimization¶

This course covers the main algorithms for continuous optimization, including unconstrained and constrained problems, large-scale problems, and duality theory and sensitivity. We will also cover numerical linear algebra operations needed in optimization, including LU, QR, and Cholesky decompositions. Discrete optimization problems are not covered.

## Lectures¶

Monday, Wednesday, and Friday, 2-3 pm, DMP 110

## Teaching staff (2019 Term 2)¶

- Co-instructor: Michael P. Friedlander. Office hours: Monday, 3-4p (ICCS X150)
- Co-instructor: Babhru Joshi. Office hours: Friday, 3-4p (ICCS X150, table 2)
- Teaching assistant: Zhenan Fan. Office hours: Tuesday, 2-3p (ICCS X150, table 6)
- Teaching Assistant: Huang Fang. Office hours: Thursday 2-3p (ICCS X150, table 4)

## Textbook¶

*Introduction to Nonlinear Optimization: Theory, Algorithms, and Applications with MATLAB*, Amir Beck (SIAM, 2014). This book is available online through the UBC Library.

## Course requirements¶

One of CPSC 302, CPSC 303, or MATH 307.