Instructor: Dr. Stephen C. Billups, CU-Denver Bldg., Rm 607, (303) 556-4814
email: sbillups@carbon.cudenver.edu
URL: http://www-math.cudenver.edu/~billups
Office Hours: T, Th: 9:45-10:45, Tues 3-3:30, Thurs. 2:30-3:30, or by appointment

Class hours:  T,Th 4:00-5:15   West Classroom Bldg. Rm 235
Prerequisites: Advanced Calculus II

Required Test:
    O.L. Mangasarian, Nonlinear Programming  SIAM, 1994.

Overview
 

This is a fundamental course for students specializing in operations research and/or optimization and is highly relevant to students in engineering and/or computational math.

Optimization might be defined as the science of determining the 'best' solutions to certain mathematically defined problems. The applicability of optimization methods is widespread, reaching into almost every activity in which numerical information is processed (Science, Engineering, Mathematics, Economics, Commerce, etc). In this course, we will study the fundamental theory for nonlinear optimization, examining questions such as

• When do solutions exist?
• How can we characterize the solution set?
• Given knowledge about one problem, what can we conclude about related problems?
• How sensitive are our answers to slight changes in the problem?

Communications

The best way to communicate with me and with other students in the class is through electronic mail and the world-wide web. (Of course, visiting me during office hours, or phoning me also work). If you have not already done so, please get an email account, and let me and the rest of the class know your email address by "registering" on the course web page.

If you have a question, I encourage you to "post" your question on the class discussion page. I will check this page frequently and post a reply, but everyone in the class is also encouraged to reply. In this way, everyone in the class can benefit from your question and answer.
 
 
Assignments

Expect to spend 6-9 hours per week outside of class. If you routinely spend more than 9 hours per week, please let me know!!

Homeworks: Homework will be assigned each week. Each homework will be due at the beginning of class one week after it is assigned. NO LATE HOMEWORKS WILL BE ACCEPTED. I will drop your lowest homework grade. You are encouraged to discuss the homeworks with classmates; however, you should write up the solutions separately.

Project: Everyone will be required to complete a term project of your own choosing. http://www-math.cudenver.edu/~billups/courses/ma5594/term_project.html

Tests: There will be a mid-term exam and a final exam. Both exams will be closed book.

Participation: You are expected to come to class prepared to participate actively. I consider it a waste of time simply to listen and take notes. You must be thinking throughout each lecture. To encourage active involvement, there will be a variety of short in-class assignments. To help you prepare for class, I will put a study guide on the Course Web Page each week indicating the material you are responsible for.