Optimization and Variational Methods

Fall 2011

Prof. Dr. Ronald H.W. Hoppe

Contents:
  1. Linear Programming
  2. Foundations of Nonlinear Programming
  3. Quadratic Programming
  4. Sequential Quadratic Programming
  5. Convex Analysis and Variational Problems
Prerequisites: Graduate standing or consent of instructor.

Textbooks: 
  1. L.D. Berkowitz; Convexity and Optimization in Rn. Wiley-Interscience, New York, 2001
  2. I. Ekeland and R. Temam; Convex Analysis and Variational Problems. SIAM, Philadelphia, 1999
  3. J. Nocedal and S.J. Wright; Numerical Optimization. Springer, New York, 1999
  4. J. Stoer and R. Bulirsch; Introduction to Numerical Analysis. 3rd Edition. Springer, New York, 2002
  5. S.J. Wright; Primal-Dual Interior-Point Methods. SIAM, Philadelphia, 1997


Time table:
Monday 12:00- 1:00 pm Room 350 PGH
Wednesday 12:00-1:00pm Room 350 PGH
Friday
12:00-1:00pm
Room 350 PGH

Script:
Chapter 1
Chapter 2
Chapter 3
Chapter 4
Chapter 5
Contact:

Prof. Dr. Ronald H.W. Hoppe
Office: 669 PGH
Phone:(713)743-3452
Fax:(713)743-3505
Email: rohop@math.uh.edu