Numerical Optimisation and Large-Scale Systems
ma40050
Semester 2
2019/20
This is the website for the course MA40050: Numerical Optimisation and Large-Scale Systems.
Prerequisites for the course are Analysis and Algebra as well as standard courses on Numerical Analysis. It is very helpful to know some Numerical Linear Algebra.
Examination timetable announced: 10.30am, 13th of May 2020
Revisions: 6 & 7th of May at usual slots
timetable
Revisions
Wed 6 May
Thu 7 May
10.15
11.15
MS Teams
MS Teams
Lectures
Wed
Thu
10.15
11.15
MS Teams
MS Teams
Week 22 lectures reinstated
Problem classes
Fri
17.15
MS Teams
No classes on weeks 19, 20, 22, 28
Office hours
Wed
15.00-16.00
MS Teams
This means I am usually online at these times and you are likely to find me if you message on MS Teams. If you would like to be more sure of finding me or would prefer a different time, drop me an email to coordinate.
Cancellations
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course material
Lecture notes
Lecture notes (updated 29-Apr-2020. List of edits)
Handouts & slides
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Info Sheet (updated 5-Feb-2020)
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Linear Algebra Primer with proofs
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(Sketch of) Proofs for Exercises
Matlab code
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Sheet 2
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Sheet 3
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Sheet 4
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Sheet 5
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Sheet 6
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Data Fitting Demo
Literature
(all available in library)
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G. H. Golub, C. F. Van Loan: Matrix Computations (3rd ed.) Johns Hopkins University Press Baltimore, MD, USA, 1996.
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C. Ortner: Continuous Optimization Lecture Notes, 2009 (available here).
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J. Nocedal, S.J. Wright: Numerical Optimization (2nd ed.) Springer, 2006.
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J.E. Dennis, R.B. Schnabel: Numerical Methods for Unconstrained Optimization and Nonlinear Equations Prentice-Hall, 1983.
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N.I.M. Gould, S. Leyffer: An introduction to algorithms for nonlinear optimization in Frontiers in Numerical Analysis (J.F. Blowey, A.W. Craig, T. Shardlow, Eds.), Springer, 2003 (available here).
Helpful links
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Mathworks pages a very useful source for any Matlab issues
Assessment
Assignment
25%
View Coursework
Coursework has been announced on Friday, 27th March 2020
Due date: 5pm, Friday, 1st of May, 2020