Math 565

Textbook: Jorge Nocedal and Stephen Wright 
I will assign homework problems and collect them every 3 weeks, for a total of 5 homeworks. Note that the last homework is due during Dead Week.
You will have to use Matlab for some assignments. If the use of Matlab is not specified, I will accept solutions based on any software (hand calculator, Mathematica, Excel spreadsheet, ...)
I will accept late homework until we discuss the solutions in the following class, but you will lose 10% of your score for every day that it is late.
There will be a longer assignment due during Finals Week (twice as long as the other homeworks).
There will not be any inclass exams.
I don't take regular attendance, but I do notice when people stay away for weeks at a time. I rexerve the right to lower a grade because of lack of attendance. This is a classroom course, not distance education. If you want to get an A in this course, you need to attend on a regular basis.
We will cover chapters 16,9,10,1217 in the textbook, probably skipping some of the subsections. The following is a tentative outline. I will fill in more details as we go along.
Week and Dates  Tuesday  Thursday 
Week 1 (Jan 1216) Chapters 1, 2, Appendices 
Overview of Optimization Convexity Review of Linear Algebra 
Numerical Analysis Basics Intro to Matlab 
Week 2 (Jan 1923) Chapter 3 
Taylor Polynomials in Higher Dimensions Behavior of f Near a Local Minimum Root Finding versus Optimization OneDimensional Root Finding Algorithms 
Line Search Methods OneDimensional Optimization Algorithms Modifications to Parabolic Interpolation for Use in Line Search 
Week 3 (Jan 2630) Chapters 3, 4 
Wolfe Conditions Convergence Results for Line Search Methods 
Steepest Descent Overview of Trust Region Methods HW 1 due 
Week 4 (Feb 26) Chapters 4, 5 
Trust Region Methods  Conjugate Gradient Methods 
Week 5 (Feb 913) Chapters 5, 6 
Conjugate Gradient Methods  QuasiNewton Methods 
Week 6 (Feb 1620) Chapters 6, 9 
QuasiNewton Methods Matlab demo 
DerivativeFree Methods HW 2 due 
Week 7 (Feb 2327) Chapters 9, 10 
DerivativeFree Methods  Least Squares Problems 
Week 8 (Mar 26) Chapters 10, 12 
Least Squares Problems  Constrained Optimization 
Week 9 (Mar 913) Chapter 12 
Constrained Optimization  Constrained Optimization
HW 3 due 
Spring Break

Spring Break


Week 10 (Mar 2327) Chapters 12, 13 
Constrained Optimization Matlab demo 
Linear Programming Polytopes 
Week 11 (Mar 30Apr 3) Chapters 13, 14 
Linear Programming: Simplex Method 
Linear Programming: Interior Methods 
Week 12 (Apr 610) Chapter 16 
Quadratic Programming  Quadratic Programming HW 4 due 
Week 13 (Apr 1317) Chapters 17,18 
Penalty Methods Optimization Project 
Sequential Quadratic Programming 
Week 14 (Apr 2024) Chapter 19 
Nonlinear Interior Methods  Norm Minimization Cone Programming Semidefinite Programming 
Week 15 (Apr 27May 1)  Semidefinite Programming 
Catch Up/Review HW 5 due 
Finals Week (May 48)  Final Assignment due 
The following are the official policies of the Mathematics Department, which all instructors have to follow.
Each Mathematics class follows Iowa State University’s policy on academic dishonesty. Anyone suspected of academic dishonesty will be reported to the Dean of Students Office.
Please note that conflicts arising due to employment are not normally grounds to request a make up exam.
If an instructor gives three or more hour exams during the semester (including a departmental midterm) and discards the lowest hour exam score for the course grade calculations, then the instructor is not required to give a makeup exam for a missed exam, even in the case of the excusable absences.The Final exam must always be taken and cannot be dropped.
Final Exams. Make up for final examinations have strict policies that all University instructors must follow. Permission to change the time of final exam may be given only by the Dean of the College of Liberal Arts and Sciences. If an instructor elects not to give an exam, the class is required to meet at the scheduled final exam period for other educational activity. If a student has two special group exams that have a time conflict, the student should contact the instructor of the group exam listed first on the final exam schedule and that instructor is responsible for accommodating a make up final exam for the student. Mathematics has special group exams in Math 140, 142, 151, 165, 166, and 265. If a student has three final exams on one day, the instructor of the course that has the smallest number of students in it, which includes the sum from all sections of that course, will be responsible for providing a make up exam for the student. Any other unusual circumstances that involve a request for a student to change the time of their final exam must be approved by the Associate Chair of the Mathematics Department.
High school students taking Iowa State University Mathematics courses will receive the same treatment with regards to excusable absences, with extra curricular activities as a representative of their high school qualifying for regular exemptions.
A complete description of the University’s policies and procedures on exams may be found here.
Should a make up examination be required, an exam that is different from the original exam will be created. The content of the exam will allow the student to be evaluated by the same standards as the other students in the class, will be proctored by a Mathematics instructor, and will be given at a time convenient to both the student and instructor. Makeup exams must be different for each time instance offered.
If an academic or work requirement conflicts with a student's religious practices and/or observances, the student may request reasonable accommodations. The request must be in writing at least 10 days in advance if possible, and the course instructor or supervisor will review the request. The student or the instructor may also seek assistance from the Dean of Students Office or the Office of Equal Opportunity and Compliance.