Course information

The course description, including the learning objectives, schedule, and exam info can be found here.

Textbook

J. Nocedal and S. Wright: Numerical Optimization, 2nd Edition. Springer, 2006, (Errata).
The book is available in electronic form at Springerlink.

Schedule

<schedule> <timeslots>10:15-12:00|16:15-17:00</timeslots> <entry day:Mo start:0 end:0 color:ntnu2>Lecture (F6) </entry> <entry day:Mo start:1 end:1 color:ntnu2>Exercises (F2) </entry> <entry day:Th start:0 end:0 color:ntnu2>Lecture (F6) </entry> </schedule>

Exam

  • 08.06.2018, 9:00-13:00
  • Permitted aids are given by code C:
    • The textbook: Nocedal & Wright, Numerical Optimization including Errata (printed versions of the book are perfectly fine).
    • The notes "Minimisers of Optimisation Problems", "Basic Properties of Convex Functions", "Convergence of descent methods with backtracking (Armijo) linesearch. Bisection algorithm for weak Wolfe conditions", "Introduction to optimality conditions: Optimality conditions for optimization over convex sets", "Representation theorem for polyhedral sets" (linked from the lecture plan)
  • The rules for modifying the textbook are:
    • You are not allowed to write anything else than your name anywhere in the book
    • You may mark pages with paper marks (lapper) without annotation or by dog-earings (eselører)
    • You may mark text in the book by underlining/highlighting it (understreking/overstreking)

Contact

2018-05-07, Anton Evgrafov