Homework 5 is posted, due by the end of the day on Thursday, November 14.
October 24
Homework 4 is posted, due by the end of the day on Friday, November 1.
October 17
There will be no lecture on Tue, October 22.
October 10
Homework 3 is posted, due by the end of the day on October 17.
September 26
Homework 2 is posted, due by the end of the day on October 3.
September 9
In addition to the usual office hours on Wednesday, the TA will hold the Thursday office hours at 11am-noon in CSL 146. There will be no instructor office hours that day.
September 5
Homework 1 is posted, due by the end of the day on September 12. Please see the coursework section for submission instructions.
August 26
Today's lecture will be delivered via Zoom at the usual time, the link was sent by class email.
We will be using Campuswire for Q&A, sign up here (invite code 1113)
August 23
Welcome! Watch this space for all important course-related announcements.
About this course
What is this?
Optimization by vector space methods is a graduate-level course on applied functional analysis. It will give an introduction to normed, Banach, and Hilbert spaces; applications of the projection theorem and the Hahn-Banach Theorem to problems of minimum norm, least squares estimation, mathematical programming, and optimal control; the Kuhn-Tucker Theorem and Pontryagin's maximum principle; and introduction to iterative methods. In addition, it will cover modern topics, such as the theory of optimal transport.
Materials
There is no reqiured textbook. The material in this course will be based on a number of sources, including:
David G. Luenberger, Optimization by Vector Space Methods, Wiley, 1969.