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Computational Optimization (CSPC 406 2020 Term 2)

This course covers the main algorithms for continuous optimization, including unconstrained and constrained problems, large-scale problems, and duality theory and sensitivity. We will also cover numerical linear algebra operations needed in optimization, including LU, QR, and Cholesky decompositions. Discrete optimization problems are not covered.

Lectures

Mondays, Wednesdays, and Fridays, 2-3 pm, Location: Online

Teaching staff (2020 Term 2)

  • Instructor: Babhru Joshi

  • Teaching Assistants: Naomi Graham, Emma Hansen, Yibo Jiao, and Weiwei Sun

    • Office hours: Wednesdays 1-2 pm and Fridays 10-11 am, Location: Online

Textbook

Introduction to Nonlinear Optimization: Theory, Algorithms, and Applications with MATLAB, Amir Beck (SIAM, 2014). This book is available online through the UBC Library.

Course requirements

One of CPSC 302, CPSC 303, or MATH 307.

Online Etiquette

  • During class, students will be fully engaged with the class, to the best of their ability.
  • Students are encouraged to leave their video connection on for the majority of the class, especially during breakout-room sessions.
  • Students should willingly volunteer to answer questions and should be prepared to be called upon to answer questions if needed. Please mute your mic when you are not speaking.

Course discussion board

Discussion board is hosted on Piazza. Students can signup using the following link.