Math 164: Optimization

General information for Fall 2017

  • Lecture: MWF 11-11:50am (Lec 1) and 12-12:50pm (Lec 2) both in MS5137.

  • Intructor: Wotao Yin. Office hour: MW 5-6pm in MS7620B.

  • TA Sessions: T 11-11:50am (Lec 1) and R 12-12:50pm MS5117 (Lec 2) both in Geo6704.

  • TA: Fei Feng. Office hours T 10-11am and 3-4pm, and R 3-4pm.

  • Holidays: Nov 10th (Veteran's Day), Nov 24th (Thanksgiving)

  • Online forum.

Textbook

  1. An Introduction to Optimization, 4th Edition, by Chong and Zak.

  2. Notes for lectures not covered by the above book will be provided.

3-email policy:

Students are encouraged to take full advantage of the Piazza online forum, as well as the office hours, for questions and discussions regarding the lectures, homework, exams, and grading policy. The instructor and TA will respond up to three emails to each student. They will, however, periodically answer questions in the online forum.

Weekly homework

  • Deadlines: each Wednesday lecture, with three exceptions. HW#1: Oct 4; HW#2: Oct 11; HW#3: Oct 18; HW#4: Oct 25; skip Nov 1; HW#5: Nov 8; HW#6: Friday, Nov 17; skip Nov 22; HW#7: Nov 29; HW#8: Dec 6.

  • Grading: Not all problems will be marked. Every homework set will have the equal weight. Your lowest score among the eight will not count toward your final grade. No late homework will be accepted. Unaccepted and missing submissions get 0 score.

  • Homework policy: You are encouraged to discuss homework questions on Piazza or in person. However, copying others’ solutions or programs is considered a serious violation, which will be immediately reported. You should never share your written solutions with anyone else. Posting solutions online is also a serious violation. The assignment with the lowest score will not count toward your final grade. If you can, use word processing software such as a LaTeX editor to type your solutions. Grading will take both correctness and clarity into consideration. Homework will be turned in before the lecture on the deadline day.

HW1

  • Deadline: Wed, Oct 3

  • Graphical optimization problems. For each problem, draw the constraint(s) and objective contours, and specify the solution.

Q1. minimize (x_1-2)^2 + (x_2-2)^2 subject to x_1+x_2=2.

Q2. minimize x_1 subject to x_1^2le x_2+1 and x_1^2+x_2^2le 2.

Q3. mimimize -(x_1+x_2)^2 subject to x_1x_2le 0, -1le x_1,x_2le 2.

  • Questions from Chong-Zak, 4th Ed.

Q4. Exercise 6.1

Q5. Exercise 6.2

Midterm exam

  • Time and location: Monday, Oct 30th, 11-11:50am (Lec 1) and 12-12:50pm (Lec 2) in MS5137.

  • You must take the exam in your lecture.

  • There will be no make-up midterm.

Final exam

  • Both lectures: Sunday, December 10, 11:30-2:30pm.

  • There will be no make-up final.

Grading

  • Grades will be curved according to 40% homework, 20% midterm, and 40% final.

  • Extra credit: up to extra 5% classroom/online participation (for online participation, we only count those posts with names).

  • Lateness policy: No extension will be granted. No late submission will be accepted. No exceptions.

Students with disabilities

Students needing an academic accommodation based on a disability should contact the Office for Students with Disabilities (OSD) located at (310) 825-1501 or A255 Murphy Hall. When possible, students should contact the OSD within the first two weeks of the term as reasonable notice is needed to coordinate accommodations. For more information visit www.osd.ucla.edu.


« Back