Course Information

Each homework is due in class at 11:00am, usually one week after being assigned.
One late homework is allowed without explanation. The late homework is due in class at 11:00am on Wednesday of the following week.
Anyone wishing to be excused submitting additional homework on time must make a request at least one day prior to its due date.
The Stanford Honor Code applies to each assignment, both in and out of class. Copying homework from another student, past or present, is forbidden. However, collaboration is acceptable to a degree. Each student must record on the homework with whom and on what problems the students collaborated.
Please cite the references you use.

The purpose of the project is to gain some experience in the difficulties of defining a problem, implementing an algorithm, and interpreting output; as well as to gain some appreciation for good optimization algorithms.
We shall assign the class a project topic. Students who wish to do something different than the assigned project must submit a proposal for approval.
Projects are due at the end of the quarter.

P. E. Gill, W. Murray, and M. H. Wright, Practical Optimization, Academic Press.
J. Nocedal, S. J. Wright, Numerical Optimization, Springer Verlag.
D.Bertsekas, Nonlinear Programming, Athena Scientific.

P. E. Gill, W. Murray and M. H. Wright, Numerical Methods for Linear Algebra and Optimization: Volume 1, Addison-Wesley.
P. E. Gill and W. Murray, Numerical Methods for Constrained Optimization, Academic Press.
R. Fletcher, Practical Methods for Optimization, Wiley.

A. V. Fiacco and G. P. McCormick, Nonlinear Programming: Sequential Unconstrained Minimation Techniques, SIAM.
O. L. Mangasarian, Nonlinear Programming , SIAM