Optimization Techniques
UMAT-503
Course Resources
| File | Link | |
|---|---|---|
| 1 | Syllabus | Download |
| 2 | Textbook 1 | Download |
| 3 | Textbook 2 | Download |
| 4 | Prerequisite Diagnostic Test | Download |
Lecture Materials
| File | Link | |
|---|---|---|
| 1 | Lecture Notes - Mathematical Review | Download |
| 2 | Tutorial 1 | Download |
| 3 | Tutorial 1 - Solutions | Download |
| 4 | Detailed Proof - Fibonacci Search Method | Download |
| 5 | Simplex Method - Algorithm and Examples | Download |
Internal Exams
Extra Materials
| File | Link | |
|---|---|---|
| 1 | Extra 1: Gradient Descent Vs Newton's Method Vs Others | Download |
Key Text(s)
- Edwin K. P. Chong and Stanislaw H. Zak, An Introduction to Optimization, 4th edition, Wiley (2013).
- Hamdy A. Taha, Operations Research, 9th edition, Pearson (2014).
Suggested / Additional Readings
- L.R. Foulds, Optimization Techniques, Springer, UTM, 1981.
- Boyd & Vandenberghe, Convex Optimization, Cambridge University Press, 2004.
Course Snapshot
- L-T-P-C4-0-0-4
- Total Periods56
- PrerequisitesCalculus
Prerequisite Resources
Limits, derivatives and applications — refresh before Unit 1.
Full lecture notes and problem sets.