Sie sind auf Seite 1von 2

< In the Name of God >

Course Outline Proposal for Vector Space Optimization Fall 2013 Instructor: Hamed Masnadi-Shirazi Instructor email: hmasnadi@shirazu.ac.ir Instructor website: svcl.ucsd.edu\~hmasnadi Course website: http://classjump.com/h/hmasnadi/ Course time/location: : To Be Assigned Office hours/ location: To Be Assigned Prerequisites: Calculus, Linear Algebra, Probability Theory Reading material: 1) Convex Optimization by: S. Boyd and L. Vandenberghe. 2) Variational Methods In Optimization by: Donald R. Smith. 3) Optimization By Vector Space Methods by: D.G. Luenberger 4) Introduction to the Calculus of Variations by: Hans Sagan 5) Supplementary notes by: K.Kreutz-Delgado 6) Supplementary hand-outs and slide and class notes. Grading: 1. Project and homework 33% 2. Midterm 33% 3. Final 34% Exam dates: Mid-term: To Be Assigned Final: Finals week Academic dishonesty: See University Policy. Any type of academic dishonesty will result in a zero on the exam or HW and in certain cases will result in further penalties based on university policy. Academic dishonesty includes: 1. Cheating on exams. 2. Plagiarism: Using another persons work. Use of another persons code is considered plagiarism. 3. Collusion: collaboration with another person. Allowing another person to even see your code is collusion. Special needs: See or email instructor after class.

Topics covered: Review linear algebra, linear spaces and Hilbert spaces Least squares problem Linear Operators Inverse operator and Adjoint operator Range and Null space relations Pseudo inverse operator Optimization in Hilbert spaces Vector Calculus Nonlinear least squares problem Generalized descent and Newton methods Constrained optimization and Lagrange multipliers Convex sets Affine sets, hyper planes and cones Operations that preserve convexity Convex functions Operations that preserve convexity Quasi convex functions Convex optimization problems Linear optimization and Quadratic optimization Geometric programming and Vector optimization Duality Lagrange duality Optimality conditions Sensitivity analysis Unconstrained optimization Constrained optimization Equality constrained optimization Inequality constrained optimization Optimization of functionals Gateaux and Frechet differentials Extrema conditions Euler Lagrange method for constrained functional optimization Applications Approximation and fitting Statistical estimation Geometric problems SVM and Boosting classifier, regression GPS tracking problem Speech compression

Das könnte Ihnen auch gefallen