Numerical Optimization, May-July 2021

Sivaram Ambikasaran,

All assignments need to be submitted before Sunday midnight.
There will be both written and computational part in the assignments.
We will be relying on MATLAB/Octave for the computing part of the assignment.
Students are strongly encouraged to typeset their solution via LaTeX/TeX. Typesetting using LaTeX/TeX will obtain 25% bonus on the score they get for the assignment.
Students need to submit their assignments through the dropbox link provided.
The name of the zipped file (this should contain the LaTeX/TeX source file, pdf, and MATLAB code) for submitting your assignment should be as follows: ma14m093_5.zip (or .rar or .tar), where ma14m093 is your roll number and 5 implies that you are submitting your fifth assignment.
Any copying on assignments will result in a zero on the assignment.
We will be using JPlag to detect similarities among multiple sets of source code files.
The grader will expect you to express your ideas clearly, legibly, and completely, often requiring complete English sentences rather than merely just a long string of equations or unconnected mathematical expressions. This means you could lose points for poorly written proofs or answers. Clear exposition is a crucial ingredient of technical communication. Clarity of thought and presentation is more important in mathematics & sciences than any other field. The only way to master exposition is by repeated practicing.

Unconstrained optimization, Convex optimization, Lagrange multipliers, Linear Programming, Duality