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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.

Course discussion board

  • Discussion board is hosted on Piazza. Here is the link to enroll.