OR/MA/ST706 Syllabus

OR/MA/ST 706: Syllabus

Instructor

Professor S.-C. Fang (fang@ncsu.edu)

  • Office
    450 | 111 Lampe Drive
    919.515.2192
  • Office Hours
    Tu, Th 2:30 – 3:30 PM (or by appointment)

Teaching Assistant

Qi An (qan2@ncsu.edu)

Shan Jiang (sjiang8@ncsu.edu)

  • Office
    443 | 111 Lampe Drive
    919.515.2192
  • Office Hours
    418 | 111 Lampe Drive
    Mon, Wed 1:30 – 3:30 PM (or by appointment)

Prerequisite

  • OR 501 – Introduction to Operations Research
  • OR 505 – Linear Programming

Course Objective

OR/MA/ST 706 is a course that prepares students to understand the theory and algorithms of nonlinear optimization. It involves mathematical analysis, theorem proving, algorithm design and numerical methods. It is also a preparatory course for OR students to take their PhD Qualifying Exams on this subject.

Course Contents:

  1. Introduction
  2. Unconstrained Optimization
    • Motivation, Intuition, Speculation and Theorization
    • Basic Properties and Optimality Conditions
    • Duality Theory
    • Solution Methods
  3. Constrained Optimization
    • Basic Properties and Optimality Conditions
    • Sensitivity Analysis
    • Duality Theory
    • Solution Methods
  4. Advanced Topics
    • Linear Conic Programming
    • Semidefinite Programming
    • Second Order Cone Programming
    • Copositive Programming

Grades

  • Homeworks – 20%
  • Projects – 10%
  • Midterm – 35%
  • Final – 35%

Evaluation Standard

  • A – 88 and above
  • B – 75 to 87
  • C – 60 to 74
  • Fail – under 60

Homework

  • About 10 homeworks.
  • Solution sets will be posted by TA.
  • Rule 1: No late homework without TA’s approval
  • Rule 2: Convince TA for any grade changes.

Exams

  • Rule 3: No make-up exam without instructor’s pre-approval or “doctor’s notes” from hospital.
  • First Exam: Up to unconstrained optimization, closed book exam with one 4×6 index card.
  • Second Exam: Comprehensive with emphasis on constrained optimization, closed book exam with one 8×11 sheet.

Project

Proposal (Due TDB)   |   Project proposal form

Report (Due TDB)   |   Expanded proposal with results obtained!   |   Project report format

End-of-Semester Class Evaluation

Online class evaluations will be available for students to complete during the last two weeks of class. Students will receive an email message directing them to a website where they can login using their Unity ID and complete evaluations. All evaluations are confidential; instructors will never know how any one student responded to any question, and students will never know the ratings for any particular instructors.

Evaluation Website: https://classeval.ncsu.edu

Student help desk: classeval@ncsu.edu

More information about ClassEval: http://www2.acs.ncsu.edu/UPA/classeval/index.htm

Academic Integrity

A student is expected to know what constitutes academic misconduct found in the Code of Student Conduct Policy ( POL11.35.1) , and to take responsibility for his/her actions. A student who is unsure whether an action constitutes an offense, or who needs help in learning how to avoid offenses (e.g., plagiarism, cheating) or about “rules” for group work/collaboration should seek guidance from the course instructor.

Students with Disabilities

North Carolina State University retains authority, through the Disability Services Office (located in Student Health Services Building, Suite 2221), in determining appropriate accommodations after giving consideration to the preferences of the student, the documentation provided, and institutional expertise in working with students with disabilities. If you require academic accommodations to lessen the impact of your disability, please register with the Disability Services Office at the beginning of each academic term.