OR/MA/ST706 Syllabus

OR/MA/ST 706: Syllabus

Instructor

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

Office
4341 Fitts-Woolard Hall
919.515.2192

Office Hours
TBA

Teaching Assistant

TBA

Office

TBA

Office Hours

TBA

Prerequisite

  • OR 501 – Introduction to Operations Research
  • OR 505 – Linear Programming
  • (Self-learning) Programming using CPlex, Gurobi, CVX, SeDuMi on MATLAB, Python or equivalent.

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 Content:

  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. Applications to Machine Learning
    • Support Vector Machines (SVM)
    • Artificial Neural Networks (ANN)
  5. Advanced Topics
    • Linear Conic Programming (LCoP)
    • Semidefinite Programming (SDP)
    • Second Order Cone Programming (SOCP)

Grades

  • Homework – 20%
  • Project I – 5%
  • Project II – 5%
  • Exam I – 35%
  • Exam II – 35%

Evaluation Standard

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

Homework/Project

  • Homework Assignments (8-10)
    • Weekly or biweekly
    • Individual
  • Projects (2)
    • Project I: ANN
    • Project II: SVM
    • At most 2 persons a team
  • Rule 1: No late homework/project without TA’s approval.
  • Rule 2: Turn in your homework/project through email to the TA and copy to Dr. Fang.
  • Rule 3: Convince TA for any grade changes.

Exams

  • Exam I: Up to unconstrained optimization.
  • Exam II: Up to constrained optimization.
  • Rule 4: No make-up exam without the instructor’s approval.

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.