'19 Fall: Analysis and Optimization (UN2500)

What's new

Section 01: MW 10:10am-11:25am in 417 Mathematics
Section 02: MW 11:40am-12:55pm in 417 Mathematics

Instructor: Shotaro Makisumi (516 Mathematics, makisumi@math.columbia.edu)
Please contact me by email using your UNI@columbia.edu address (not a firstname.lastname@columbia.edu vanity address). I cannot promise to read any messages/comments sent through Canvas.

Topics: Quadratic forms, Hessian, implicit functions. Convex sets, convex functions. Optimization, constrained optimization, Kuhn-Tucker conditions. Calculus of variations. For details, see the syllabus.

Prerequisites: Calculus III and Linear Algebra. We will review some of the relevant background, but at a pace and level that assumes prior exposure. Please speak with me if you are not sure if you have the background.

Texts:
The official text

should be available from the bookstore. The text is also on reserve, at least at the Math library.

Exams

There will be two 75-minute in-class midterms and a final.

Make-up midterms will not be given. Under special circumstances (e.g. with a note from a doctor or a dean), students may miss one midterm. In this case, the weight of the other two exams will be increased proportionally. (The weight of homeworks stays the same.) The final must be taken at the scheduled time. If you have two final exams scheduled at the same time, it is the responsibility of the other department to provide an alternate exam. Exams will not be rescheduled because of travel arrangements. It is your responsibility to schedule travel appropriately.

The use of electronic devices during exams is not allowed and will automatically result in a zero for the exam. In addition, anyone found to have cheated on an exam will receive a failing grade for the course and be subject to administrative discipline.

Homework

Problem sets (available under Files on Canvas) every 10-14 days, due in the homework box on the fourth floor of the Mathematics building. Collaboration and discussion with your classmates is encouraged, but I encourage you to attempt the problems on your own before you discuss them with friends. You must write up assignments individually. Late homework will not be accepted. Instead, the lowest two homework grades will be dropped when computing the homework grade.

Grades

Accommodation

Students requiring special accommodation should contact the Office of Disability Services (ODS) promptly. You can find more information here.