CSC466-2305 Numerical Optimization

The first meeting of CSC466-2305 is Tuesday, January 9, 2024, 15:00-17:00, Room MP 134.

Please note that we start at 15:10.
For more information, see Announcements for current students and course outline

Aims Outline

Numerical Optimization
Jorge Nocedal and Steven Wright Numerical Optimization Springer NY, 2006
General Numerical Analysis
Michael Heath Scientific Computing: an introductory survey SIAM 2018 or McGraw-Hill Inc. 2002+


Schedule for Winter 2024
Lectures Tuesday 3-5 PM Room MP 134
Tutorial Thursday 3-4 PM Room MP 134
Office Hours Wednesday 1-2 PM Room BA 4226 or online
Tutorial times will be used for lectures so that we go at a slower pace.
We may not use all tutorial times.

Tentative marking scheme for Winter 2024
Problem set 1 20%
Problem set 2 22.5%
Problem set 3 22.5%
Term test 1 35%
The problem sets include substantial computer work.