AM 3817 - Optimization

$Announcements (6) Class Notes Class Time & Place: MWF 9:30am-10:20am in UC-202. Text Book: None. I will be providing detailed class notes here. Instructor: Dr. Hristo Sendov Website: http://www.stats.uwo.ca/faculty/hssendov/ Office: WSC 205 Phone: 519/ 661-2111 x86985 E-mail: hssendov at stats dot uwo dot ca (I will not reply to e-mail sent from address other than a standard university account.) Please do not ask me math questions over the e-mail. It is much better to discuss mathematics in person. Office Hours: Wednesdays 2:30-4:30pm; or by appointment. Evaluation: There will be five assignments, one midterm, and one final exam. The lowest assignment grade will be dropped. The assignments will be worth 20% of the final grade, the midterm exam---30%, and the final exam---45%. Additional 5% will be given for attendance and participation in class. One may miss the midterm exam only for a valid reason, see Missed Exams below. In that case the final exam will be worth 75% of the final grade. Course Outline: The course will cover approximately the following topics -- Nonlinear optimization: gradient and Hessian tests, Lagrange multipliers -- Linear programming: The Simplex Method -- Duality theory for linear programming and Farkas type lemmas -- Sensitivity analysis for linear programming -- Integer programming -- Convex nonlinear programming: the Karush-Kuhn-Tucker theorem -- Quadratic programming Assignments: The assignments will be posted on the course website and are due at the end of class on the dates specified below, at the same time the solutions will be handed out. Midterm Exam: Moday, February 14, 2011, 9:30-10:20am, in class. The last lecture covered on the midterm is Friday, February 11. Final Exam: Friday, April 15, 7:00PM Missed Exams: If a student is unable to meet a course requirement due to illness or other serious circumstances, the student must provide valid medical or other supporting documentation to the Dean's office as soon as possible and contact his or her instructor immediately. It is the student's responsibility to make alternative arrangements with his or her instructor once the accommodation has been approved and the instructor has been informed. In the event of a missed final exam, a "Recommendation of Special Examination" form must be obtained from the Dean's Office immediately. For further information please see: http://www.uwo.ca/univsec/handbook/appeals/medical.pdf. A student requiring academic accommodation due to illness, should use the Student Medical Certificate when visiting an off-campus medical facility. The form can be found here: https://studentservices.uwo.ca/secure/medical\_document.pdf. Or, request a Record's Release Form (located in the Dean's Office) for visits to Student Health Services. Cheating and Plagiarism: Students must write their assigned work in their own words. Whenever students take an idea or a passage from another author, they must acknowledge their debt by using quotation marks where appropriate and by proper referencing such as footnotes or citations. Plagiarism is a major academic offence. Scholastic offences are taken seriously and students are directed to read the appropriate policy, specifically, the definition of what consists a scholastic offence, at the following web-site: http://www.uwo.ca/univsec/handbook/appeals/scholoff.pdf.$ shapeimage_1_link_0