MATH 519/619 Optimization (Spring quarter 2005)


Miguel Á. Carreira-Perpiñán
Assistant professor
Dept. of Computer Science & Electrical Engineering
OGI School of Science & Engineering / OHSU
miguel-[at]; 503-7481455
Office: Bronson Creek Building 150J

Office hours: by appointment (call or e-mail, including [MATH519] in the subject).

Classes: Tuesdays and Thursdays 5:30-6:50pm in classroom 560, Jack Murdock Building (number 6 in the map).

Course web page:

Course description

Optimization problems arise in multiple areas of science, engineering and business. This course introduces numerical methods for continuous optimization, focusing on practical methods. The course will cover derivative-based methods for constrained and unconstrained multivariate optimization, including line-search and trust-region strategies; conjugate-gradient, Newton and quasi-Newton methods; linear programming (simplex and interior-point methods); quadratic programming; penalty, barrier and augmented Lagrangian methods; and sequential quadratic programming. The primary programming tool for this course is Matlab.

Prerequisites: undergraduate courses in linear algebra and multivariate calculus. Basic concepts will be briefly reviewed during the course.


Required textbook (get the errata):

Other recommended books:

All are on reserve in the OGI Library.


Handouts and assignments

Course grading

One third each of these:

Optimization links

Matlab tutorials

If you have never used Matlab, there are many online tutorials, for example:

Miguel A. Carreira-Perpinan
Last modified: Sat Sep 3 16:05:45 PDT 2005

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