FM 3817 - Optimization Methods
Winter Semester 2020
Announcements (0)
Class Time & Place: Monday, Wednesday, and Friday at 9:30-10:30pm in WSC 240.
Text Book: None. I will be providing detailed class notes here.
Instructor: Dr. Hristo Sendov
Website: http://fisher.stats.uwo.ca/faculty/hssendov/Main.html
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: Mondays 11:30am-12:30pm & Wednesdays 1:30-2:30pm.
Evaluation: There will be five homeworks, one midterm, and one final exam.
The homeworks will be posted on a Friday, see the schedule below. You do not have to hand in the homework questions, but on the Friday following the first four homeworks, there will be a 30 minute quiz testing several of the homework problems. The problems on the fifth homework will be tested on the final exam. The assignments will be worth 20% of the final grade, the midterm exam 35%, and the final exam 45%. One may miss the midterm exam only for a valid reason. In that case the final exam will be worth 80% 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: Problem sets will be posted on the course website.
The problem sets are grouped in pairs and a random question from each pair will be chosen on the Monday before the due date.
Only that question will be submitted for evaluation at the end of the class on the due date. See the dates listed below.
All problems will be required for the midterm and the final exam.
Homework 1: posted on January 24 tested on Quiz 1, January 31
Homework 2: posted on February 7 tested on Quiz 2, February 14
Homework 3: posted on March 6 tested on Quiz 3, March 13
Homework 4: posted on March 20 tested on Quiz 4, March 27
Homework 5: posted on April 3 tested on the Final Exam
MIDTERM on February 28 in class
Midterm Exam: Friday, February 28, 2020, 9:30-10:25am in WSC 240. The last lecture covered on the midterm is
Friday, February 14.
Final Exam: TBA
Computing and/or Calculator Requirement
A non-programmable calculator may be used on the exams.
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
Accommodation and Accessibility
If you are unable to meet a course requirement due to illness or other serious circumstances, you must seek approval for the absence as soon as possible. Approval can be granted either through a self-reporting of absence or via the Dean’s Office/Academic Counselling unit of your Home Faculty. If you are a Science student, the Academic Counselling Office of the Faculty of Science is located in NCB 280, and can be contacted at scibmsac@uwo.ca.
For further information, please consult the university’s policy on academic consideration for student absences: https://www.uwo.ca/univsec/pdf/academic_policies/appeals/Academic_Consideration_for_absences.pdf.
If you miss the Final Exam, please contact your faculty’s Academic Counselling Office as soon as you are able to do so. They will assess your eligibility to write the Special Exam (the name given by the university to a makeup Final Exam).
You may also be eligible to write the Special Exam if you are in a “Multiple Exam Situation” (see http://www.registrar.uwo.ca/examinations/exam_schedule.html).
Academic Policies
The website for Registrarial Services is http://www.registrar.uwo.ca.
In accordance with policy, http://www.uwo.ca/its/identity/activatenonstudent.html,
the centrally administered e-mail account provided to students will be considered the individual’s official university e-mail address. It is the responsibility of the account holder to ensure that e-mail received from the University at his/her official university address is attended to in a timely manner.
You will be permitted to use non-programmable calculators on the Quizzes and Final Exam. You may not use any other electronic device in place of a calculator.
Scholastic offences are taken seriously and students are directed to read the appropriate policy, specifically, the definition of what constitutes a Scholastic Offence, at this website: http:// www.uwo.ca/univsec/pdf/academic_policies/appeals/scholastic_discipline_undergrad.pdf.
Support Cervices
Please contact the course instructor if you require lecture or printed material in an alternate format or if any other arrangements can make this course more accessible to you. You may also wish to contact Student Accessibility Services (SAS) at 661-2147 if you have any questions regarding accommodations.
The policy on Accommodation for Students with Disabilities can be found here: www.uwo.ca/univsec/pdf/academic_policies/appeals/accommodation_disabilities.pdf
The policy on Accommodation for Religious Holidays can be found here:
http://www.uwo.ca/univsec/pdf/academic_policies/appeals/accommodation_religious.pdf
Learning-skills counsellors at the Student Development Centre (http://www.sdc.uwo.ca) are ready to help you improve your learning skills. They offer presentations on strategies for improving time management, multiple-choice exam preparation/writing, textbook reading, and more. Individual support is offered throughout the Fall/Winter terms in the drop-in Learning Help Centre, and year-round through individual counselling.
Students who are in emotional/mental distress should refer to Mental Health@Western (http://www.health.uwo.ca/mental_health) for a complete list of options about how to obtain help.
Additional student-run support services are offered by the USC, http://westernusc.ca/services.
