Professional Documents
Culture Documents
Recitation/Lab
(per week)
Tutorial (per
week)
Faqir M. Bhatti
Room 9-251A, 2nd Floor, SSE Building Department of Mathematics
TBA
fmbhatti@lums.edu.pk
042-35608013/ 042 35608226
Noreen Irshad
TBA
https://lms.lums.edu.pk
3
Number of
Lec(s) Per
Week
Number br of
Lec(s) Per
Week
Number of
Lec(s) Per
Week
Duration 75 minutes
Duration
Duration
Course Distribution
Core
Elective
Elective
Open for Student Third year and fourth year. Also for Master students in
Category
Mathematics, Computer Sciences, Computer Engineering and
Economics, Physics.
Close for Student First Year and Second year
Category
COURSE DESCRIPTION
COURSE OBJECTIVES
-
Examination Detail
Midterm
Exam
Final
Exam
Yes/No: Yes
Combine Separate:
Duration: 100 minutes
Preferred Date:
Exam Specifications: Closed Book/Closed Notes, Calculator allowed,
but not Graphical
Yes/No: Yes
Combine Separate: Combine
Duration: 120 minutes
Exam Specifications: Closed Book/Closed Notes, Calculator allowed,
but not Graphic
COURSE OVERVIEW
Lecture
Lecture
1-3
Lecture
4-7
Topic
Recommended
Readings
Objectives/
Application
s
Optimization Preliminaries:
Review of the theory of
maxima, minima (two
variables); positive definite
matrices, convexity of regions
and functions; quadratic
function and Hessian matrix;
uniqueness of minimum.
Unconstrained Optimization:
Single search techniques:
Bracketing method; Quadratic
and cubic interpolation;
Fibonacci search; Goldensection.
Lecture
8-12
Lecture
13-14
Lecture
15-16
Lecture
17
Lecture
18-19
Lecture
20-21
Lecture
22-23
Lecture
24-28
Textbook(s)/Supplementary Readings
Suggested books
1 Charles A Byrne A First Course in Optimization 2013
2 JAN A. SNYMAN Practical Mathematical Optimization, Springer 2005
3 Bunday, B. D. : Basic Optimization Methods, Edward Arnold Ltd.
4 Gupta,A.S. :
Calculus of Variations with Applications, Prentice-Hall of
India. 2004
5 Chiang,Alpha.C. : Fundamental Methods of Mathematical Economics,
McGraw Hill
Class Handouts ( Students are advised to browse time to time website:
lms.lums.edu.pk )