UCI MAE206
Description
Lectures
Handouts

MAE206: Optimization Methods

This is the website for the UCI course MAE 206 “Optimization Methods".

Official Description

This course introduces students to the fundamentals of nonlinear optimization theory and methods. Numerical methods for constrained and unconstrained optimization. Necessary and summarycient conditions for optimality. Conjugate gradient, variable metric algorithms. Gradient projection, penalty functions, and Lagrange methods.

Instructor

Professor Solmaz S. Kia
Department of Mechanical and Aerospace Engineering
Email: solmaz-at-uci.edu
Website: http://solmaz.eng.uci.edu

Prerequisite

MAE 200A; Familiarity with Matlab is essential to do HWs.

Textbook

The main references to the material discussed in this class are from the referenced listed below.

  • [1] Nonlinear Programming: 3rd Edition, by D. P. Bertsekas
  • [2] Linear and Nonlinear Programming, by D. G. Luenberger, Y. Ye (e-book is available in UCI library)
  • [3] Numerical Optimization, by J. Nocedal and S. J. Wright (Springer series in operations research)

    • Other recommended books with relevant on the subject are
  • [4] Convex Optimization, by S. Boyd and L. Vandenberghe (e-book is available at https://web.stanford.edu/ boyd/cvxbook/)

    • Lecture time and Place

    Lectures take place at Engineering Lecture Hall - ELH 110, Mondays from 11:00am - 1:50pm.

    Office hour

    Instructor: Thursdays, from 11:00am to 12:00pm, at EG4320 room. Please, send me email through Canvas email describing the problem before coming to ofce hours. Be prepared to show attempts at solving the problem. If you have any questions about the course, please send me email via Canvas. I will try to respond as quickly as possible. Additionally, I will share questions that are particularly good (and their answers) with the rest of the class by broadcasting my answer to the entire class by email.

    Exam

    Midterm (tentative date): TBA
    Final: as announced in the class schedules, in class Homework

    Homework

    There will be a set of homework problems per week posted in the class website. Homework assignments are due weekly (specific dates for your reference are included in the webpage. You need to return your homework to the designated folder (in pdf format). You need to complete all exercises (points will be taken for incomplete work), although only one, randomly selected, will be corrected from each assignment.
    NO LATE homework will be accepted.

    Grading

    Homework: 20%
    Midterm: 30%
    Final: 50%
    In exceptional cases, I reserve the right to give extra points for excellent performance on the midterm, final and active class participation. Please do not count on it as a way to avoid doing the other assignments.

    Canvas

    Your grades will be posted via Canvas.

    Academic Integrity Policy

    No form of academic dishonesty will be tolerated. Academic misconduct, in its most basic form, is gaining or attempting to gain a grade, degree, or other academic accomplishment by any means other than through your own work. The formal policy states, "No student shall engage in any activity that involves attempting to receive a grade by means other than honest effort, and shall not aid another student who is attempting to do so." All academic integrity cases will be processed through the Office of Student Conduct under the Academic Honesty Policy. Please see Academic Integrity Policy (https://aisc.uci.edu/students/academic-integrity/) more information.