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Math 164 Optimization

Announcements

(12/05) Final time/location. Thursday 12/13, 8am – 11am, Boelter 2444.
(12/04) Office hours and HW9.
- Wed. office hours canceled (sorry!). Thur. and Fri. extended to 2:00pm – 4:20pm.
- TA office hours: Tue 12/11 11am – 1pm (MS 2951), 2pm – 6pm (welcome to stop by).
- TA will not be around Mon 12/10, Wed. 12/12 (although it is possible that TA will be around Wed. 12/12 11:00am – 1:30pm.)
- You can pick up graded HW9 on Tue. 12/12 from the TA.
(12/03) Attention: There will be 7 regular problems and 2 extra problems in the final, with a total of 140 points.
(11/30) About the final exam and next week's schedule.
- The final covers the whole term. For materials before midterm, the requirement is the same as midterm.
- The best way to prepare for the final is to make sure every single regular homework problem is well-understood.
- “extra point” problems in the final may or may not be similar to any “extra point” problem in the homeworks, but reviewing the latter could be helpful.
- Schedule of next week.
  - 12/03: interior point methods; 12/05, 12/07: review & examples.
  - Office hours: 12/03, 12/05: 12:30 – 13:45; 12/06, 12/07: 14:00 – 15:45.
  - TA's office hours during 12/10 – 12/12: TBA.
(11/28) Final Review is posted.
(11/27) Homework 9 is posted.
(11/20) Homework 8 is posted.
(11/11) Homework 7 is posted. Note that it is due Wed. 11/21 in class since 11/22 is a holiday.
(11/08) I will be out of town next Wednesday (11/14). Prof. Inwon Kim will give the lecture for me.
(11/07) Homework 6 is posted. Update: only one iteration is required in the 2D Newton's method problem!
(11/07) Lecture notes on “Linear equality constrained problems” updated. The matrix Z should be called “null space basis martrix”.
(11/07) Office hour canceled. Moved to 11/08 8:30 - 9:55.
(10/31) Homework 5 is posted.
(10/24) Homework 4 is posted.
(10/24) Duality theory updated. One remark about Farkas' Lemma and a summary of primal-dual relations added at the end of the note.
(10/21) Office hour for Monday 10/22: 2:30pm - 3:55pm.
(10/17) Homework 3 is posted.
(10/10) Homework 2 is posted.
(10/04) Homework 1 is posted.
(09/26) No discussion session on 09/27.

Course materials

Course Information & Policy

Time & Location:	MWF 11:00 - 11:50am, MS 5137
Instructor:	Xinwei Yu	xinweiyu@math.ucla.edu
	Office hours: MW 12:30am - 1:45pm	MS 7380
Teaching Assistant:	Salazar Torres, Ricardo	rsalazar@math.ucla.edu
	Office hours: T 11:00 - 11:59, R 9:55 - 10:55	MS 2951
Discussion Session:	R 11:00 - 11:50am, MS 5137

Course website: http://www.math.ucla.edu/~xinweiyu/164.1.07f/
Textbook: Lecture notes roughly following the course syllabus and excerpts from “Linear and Nonlinear Programming” by S. Nash and A. Sofer.
Grading & Homework Policy:
- The exams (midterm and final) are open book/notes (that is, any reference can be used in the exams). But no electronic devices are allowed (that is, all computations must be done by hand).
- The overall grade will be the higher of the following two schemes:
  1. Homework 20%, Midterm 40%, Final 40%.
  2. Homework 20%, Midterm 0%, Final 80%.
  my.ucla will be used.
- No makeup exams.
- Homework:
  - Homeworks will be posted every Friday, collected every Thursday during discussion sessions, and returned the next Thursday during discussion sessions.
  - No late homework will be accepted except in special situations. Please contact the instructor before the homework is due if you have to submit a homework late.
  - The lowest homework grade will be dropped.
Exams:
- Midterm: Wednesday 10/31/2007, 11:00 - 11:50am. MS 5137.
- Final: Thursday 12/13/2007, 8:00 - 11:00am. Location TBA.