Section c: Continuous Optimization

What will you learn on this course?

Optimisation deals with the problem of minimising or maximising a mathematical model of an objective function such as cost, energy,  approximation error and so forth under a set of side constraints on the domain of definition of this function. Optimisation theory deals with the mathematical properties of optimisation problems and the analysis of algorithms for their solution. The aim of this course is to provide an introduction to nonlinear continuous optimisation specifically tailored to the background of mathematics students.

Who is teaching?

How is this course organised?

The course consists of lectures and classes, but no practicals. Students hand in solutions to seven problem sheets which will be discussed in classes during weeks 2-8 of the term. Lectures are taking place in weeks 1-8 of HT05 on Tuesdays and in weeks 2-8 on Fridays 2-3pm in Room 147 of the Comlab. On Friday 2-3pm of week 1 the lecture takes place in Comlab 051. Classes take place in Comlab 243, Tuesdays 4-5pm, weeks 2-8. Solutions have to be handed in by noon on Mondays before class. Mark them "for N. Jeannequin" and hand them in at the Comlab reception. See also the course outline slides and the syllabus.

Course materials

Each lecture is accompanied by a lecture note that explains the material in further detail. These notes will be posted here and form a  self-contained introduction to the subject. They constitute compulsory reading assignments. Suggestions on how to improve the lecture notes are always very welcome! Further reading is also recommended from the book of Jorge Nocedal and Steve Wright "Numerical Optimization", Springer 1999. In addition, I will post transparencies of the actual lectures, problem sheets and sample exams for the revision classes in TT05. All materials are posted in PDF format. In order to display it, you need the Acrobat software, which is installed on almost all PCs and workstations. If you are experiencing problems downloading some of the materials, please contact me via email.

Chapter I: Unconstrained Optimisation.

Chapter II: Constrained Optimisation

Problem sheets

Revision material

Revision classes

Related websites

There are a wealth of web sites with information regarding to optimisation: learning materials, software, online tutorials, job opportunities, internships in companies, studentships and  graduate programmes in operations research, professional associations ... For a start, try the following links, or use a search engine:
Aims & Synopsis | Classes & tutorials