Evangelos A. Coutsias, Math 464

Math 579: Variational Problems and Numerical Optimization

--- MW 11:00-12:15 Hum 424


Instructor: Evangelos A. Coutsias


Required Text: Nocedal and Wright Numerical Optimization

ISBN: 0-387-98793-2
Publisher: Springer

Recommended Texts :
I.M. Gelfand and S.V. Fomin, CALCULUS OF VARIATIONS

ISBN: 0486414485
Publisher: Dover

Donald R. Smith, VARIATIONAL METHODS IN OPTIMIZATION

ISBN: 0-486-40455-2
Publisher: Dover

Hans Sagan, INTRODUCTION TO THE CALCULUS OF VARIATIONS

ISBN: 0-486-67366-9
Publisher: Dover


Lecture notes
  • Set II, problem 3
    L-BFGS: large-scale unconstrained minimization: Review articles and codes - constrained nonlinear optimization algorithms: Keller's 1961 article Overview (1994) of the Calculus of Variations by E. Kreyszig, Carleton Univ.


    Computing Projects

    The computing projects should be done using MATLAB or Fortran 90.
    Some good reference sites are Numerical Methods , and Netlib .
    Some helpful matlab commands and functions are summarized in
    Chapter 1 while the linear algebra commands are summarized in
    Chapter 9 of the text "MATLAB Guide" by Higham and Higham (SIAM, 2000).

    Outline


    Homework Problems