Andreas Mang
Department of Mathematics, University of Houston
MATH 6366 Optimization Theory (Fall 2022)
News and Course Organization
Important information for the course Optimization Theory (MATH 6366 — 11660) will be posted on this page. Please visit it on a regular basis. Check the syllabus regularly for any important updates. It is the students responsibility to be aware of additional course policies presented by the instructor during class.
Course Description
This course will introduce the theoretical foundations of optimization and strategies to its numerical solution. Starting from first principles we will discuss how to design and analyze simple iterative methods for efficiently solving a broad class of optimization problems. While the field of optimization is vast, there exists a small set of methods that achieve optimal performance. We will assess the efficiency of these techniques on prototypical optimization problems. This class will walk through classic results and provide a gateway to cutting edge research in the field.
Course material and homework assignments will be made available on blackboard. This course will also include (optional) computational assignments. Examples to help with the computational assignments can be found here: http://github.com/andreasmang/optik.
Syllabus
A tentative version of the syllabus can be downloaded here.
Location and Time
AH 301, TuTh 2:30PM - 4:00PM
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