CPSC 406 ∙ Term 2 of 2022/23 ∙ Department of Computer Science ∙ UBC
This course covers the main algorithms for continuous optimization, including unconstrained and constrained problems, and duality theory and sensitivity. Because linear algebra is central to the subject, the course also covers the main numerical linear algebra operations needed in optimization.Tuesday and Thursday, 11–12:30 pm
Instructor: Michael P. Friedlander
Office hours: Wednesday, 2-3p (LSK 300)
Teaching Assistants:
Naomi Graham, office hours: Tuesday, 3-4p (LSK 300)
Emma Hansen, office hours: Thursday, 1-2p (LSK 300)
Jonas Jäger, office hours: Monday, 12-1p (LSK 300)
One of the following courses are required: CPSC 302 (Numerical Computation for Algebraic Problems), CPSC 303 (Numerical Approximation and Discretization), or MATH 307 (Applied Linear Algebra). You should be comfortable with an the main topics in applied linear algebra, multivariate calculus, and have experience in a numerical computing using a language such as Julia, Matlab, or Python.
This courses uses Julia exclusively.
The course is based on a variety of sources, including lecture notes provided on these pages, which also provide links to supplementary reading materials.
A student discussion board is hosted on Piazza. All course announcements, including upcoming exams and homework deadlines, will appear on Piazza. Set your Piazza notifications appropriately.
assignments (7-8): 30%
midterm exam: 30%
final exam: 40%
Most homeworks involve programming tasks. You may collaborate and consult with other students in the course, but you must hand in your own assignments. If you have collaborated or consulted with someone while working on your assignment, you must acknowledge this explicitly in your submitted assignment. If you are unsure about any of these rules, consult with one of the teaching staff or visit the departmental webpage on Collaboration and Plagiarism.
No makeup exam for the midterm or final. If you missed the midterm exam you must document a justification.
To pass the course you must do the assigned coursework, write the midterm and final exams, pass the final exam, and obtain an overall pass average according to the grading scheme.
The instructors reserve the right to modify the grading scheme at any time.