MAT4062 Numerical OptimizationBahçeşehir UniversityDegree Programs MATHEMATICSGeneral Information For StudentsDiploma SupplementErasmus Policy StatementNational QualificationsBologna Commission
MATHEMATICS
Bachelor TR-NQF-HE: Level 6 QF-EHEA: First Cycle EQF-LLL: Level 6

Course Introduction and Application Information

Course Code Course Name Semester Theoretical Practical Credit ECTS
MAT4062 Numerical Optimization Spring 3 0 3 6
This catalog is for information purposes. Course status is determined by the relevant department at the beginning of semester.

Basic information

Language of instruction: English
Type of course: Departmental Elective
Course Level: Bachelor’s Degree (First Cycle)
Mode of Delivery: Face to face
Course Coordinator : Prof. Dr. SÜREYYA AKYÜZ
Recommended Optional Program Components: Programming with Matlab
Course Objectives: The objective of this course is to introduce the central ideas behind algorithms for the numerical solution of differentiable optimization problems by presenting key methods for both unconstrained and constrained optimization, as well as providing theoretical justification as to why they succeed.

Learning Outcomes

The students who have succeeded in this course;
At the end of this course students should be able to tackle optimization problems of in science, engineering and finance using state of art numerical methods.

Course Content

In this course the solution of unconstrained and constrained optimization problem will be discussed.

Weekly Detailed Course Contents

Week Subject Related Preparation
1) Fundamentals of unconstrained optimization
2) Newton Methods
3) Line Search Method
4) Trust Region Method
5) Quasi-Newton Methods
6) Nonlinear least squares Problem
7) Theory of constrained optimization
8) Theory of linear programming
9) Simplex Method
10) Interior point methods
11) Interior point methods
12) Penalty and barrier methods
13) Sequential Quadratic Programming
14) Conclusion and outlook on unconstrained and constrained optimization

Sources

Course Notes / Textbooks: G. Nash and Ariela Sofer, Linear and nonlinear programming, New York : McGraw-Hill, 1996, T57.74 N37

J. Nocedal, S.J. Wright, Numerical Optimization, Springer, 1999, QA 402.5 N62

References: S. Ulbrich, M. Ulbrich, “Nonlinear Optimization”, Lecture Notes, Department of Mathematics, University of Technology Darmstadt,

Evaluation System

Semester Requirements Number of Activities Level of Contribution
Attendance 14 % 0
Laboratory 5 % 5
Quizzes 2 % 10
Midterms 2 % 45
Final 1 % 40
Total % 100
PERCENTAGE OF SEMESTER WORK % 60
PERCENTAGE OF FINAL WORK % 40
Total % 100

ECTS / Workload Table

Activities Number of Activities Duration (Hours) Workload
Course Hours 14 3 42
Study Hours Out of Class 14 3 42
Quizzes 2 10 20
Midterms 2 15 30
Final 1 16 16
Total Workload 150

Contribution of Learning Outcomes to Programme Outcomes

No Effect 1 Lowest 2 Low 3 Average 4 High 5 Highest
           
Program Outcomes Level of Contribution
1) To have a grasp of basic mathematics, applied mathematics and theories and applications in Mathematics 5
2) To be able to understand and assess mathematical proofs and construct appropriate proofs of their own and also define and analyze problems and to find solutions based on scientific methods, 5
3) To be able to apply mathematics in real life with interdisciplinary approach and to discover their potentials, 4
4) To be able to acquire necessary information and to make modeling in any field that mathematics is used and to improve herself/himself, 4
5) To be able to tell theoretical and technical information easily to both experts in detail and non-experts in basic and comprehensible way, 4
6) To be familiar with computer programs used in the fields of mathematics and to be able to use at least one of them effectively at the European Computer Driving Licence Advanced Level, 4
7) To be able to behave in accordance with social, scientific and ethical values in each step of the projects involved and to be able to introduce and apply projects in terms of civic engagement,
8) To be able to evaluate all processes effectively and to have enough awareness about quality management by being conscious and having intellectual background in the universal sense, 4
9) By having a way of abstract thinking, to be able to connect concrete events and to transfer solutions, to be able to design experiments, collect data, and analyze results by scientific methods and to interfere, 3
10) To be able to continue lifelong learning by renewing the knowledge, the abilities and the competencies which have been developed during the program, and being conscious about lifelong learning, 3
11) To be able to adapt and transfer the knowledge gained in the areas of mathematics ; such as algebra, analysis, number theory, mathematical logic, geometry and topology to the level of secondary school, 3
12) To be able to conduct a research either as an individual or as a team member, and to be effective in each related step of the project, to take role in the decision process, to plan and manage the project by using time effectively. 4