Optimization Theory and Applications

Bahman Gharesifard
Fall 2016

Lectures: Mo 11:30AM - 12:30PM, Tu 1:30PM - 2:30PM, Thu 12:30PM - 1:30PM, Jeffery 126

Tutorials : Mikhail Hayhoe (Schedule: Mondays at 4:30-5:30, Jeffery 118)


Convex Optimization, S. Boyd and L. Vandenberghe, Cambridge Press, 2004 (copy free to download)
Foundations of Optimization, O. Güler, Springer, 2010
Numerical Optimization, J. Nocedal and S. Wright, Springer Series in Operations Research, 2006
Optimization by Vector Space Methods, D. Luenberger, Wiley, 1969
Optimization and Nonsmooth Analysis, F. H. Clarke, SIAM Classics in Applied Mathematics, 1983

Prerequisite material:
Introductory real analysis and a second course in linear algebra. You will need to contact me for registering in this course, if you have not passed these courses.

Links: Announcements
  1. The midterm exam will be on Monday, November 14, 4:30-6:30 in JEFF 127
  2. There will be no lecture on Thursday September 29
  3. There will be an extra lecture on Monday September 19 at the tutorial time 4:30-5:30
  4. Welcome to the Optimization Theory!
For questions, contact me with bahman at mast.queensu.ca or with 613-533-2441 (I prefer emails)