Course Syllabus Course Number: Math 7620 Course Title: Optimization Credit Hours: 3 Prerequisites: Math 6640 and an ability to program in a high level language Objectives: This course presents the basic theory of nonlinear unconstrained optimization, as well as practical implementations of the methods studied. Students will write computer programs based on these methods. Course Content: * One-dimensional Search Methods (2 weeks). * Gradient Methods (2 weeks). * Newton's Method (2 weeks). * Conjugate Direction Methods (2 weeks). * Quasi-Newton Methods (2 weeks). * Least-Squares Analysis (2 weeks). * Introduction to Neural Networks and Genetic Algorithms (2 weeks). Possible Textbook: Edwin K. P. Chong and Stanislaw H. Zak , An Introduction to Optimization, Wiley-Interscience (1996). Sample Grading and Evaluation Procedures A graduate student is expected to creatively engage the mathematical material of the course. The student will be given problems to solve; these problems may include the derivation of proofs to theorems. These solutions may be presented in class on the blackboard or be written up to be handed in to the instructor. Extended projects may also be assigned. Grade Calculation Presentation of solutions to problems/theorems, homework: 40% Midterm exam or midterm project: 25% Final Exam or culminating project: 35% There may be variations in these procedures depending on the individual instructors and the nature of the specific material. Sample Statement Re: Accommodations Students who need accommodations are asked to arrange a meeting during office hours the first week of classes, or as soon as possible if accommodations are needed immediately. If you have a conflict with my office hours, an alternate time can, be arranged. To set up this meeting, please contact me by E-mail. Bring a Copy of your Accommodation Memo and an Instructor Verification Form to the meeting. If you do not have an Accommodation Memo but need accommodations, make an appointment with The Program for Students with Disabilities, 1244 Haley Center, 844-2096 (V/TT). (Note: Instructor office room, office hours and email address will be made available on the course syllabus and on the first day of class.) JUSTIFICATION FOR GRADUATE CREDIT This course is part of a modified semester version of a 600-level course under the quarter system. Under the quarter system it was specifically designed as a graduate course. It was approved as part of our graduate program and has been a traditional part of our graduate program offerings. Outside of modernization, the standard of the course remains at the same graduate level that the department has maintained in the past. The course demands considerable mathematics background and a degree of mathematical maturity traditionally found at the graduate level. The 7000-level course will inculcate the same analytical skills and depth of understanding previously demanded by the comparable 600-level quarter course. In order to successfully complete the course the student will have to demonstrate an ability to creatively examine and apply the mathematics presented in the course.