Scribd
Upload
152 views4 pages

ENMG 616: Advanced Optimization Techniques (3 CR.) Course Syllabus

This document provides the course syllabus for ENMG 616: Advanced Optimization Techniques, a 3-credit course offered at the American University of Beirut. The course will be taught on Wednesdays from 5:30-8:00pm online via Moodle. It will introduce students to numerical methods for solving non-linear optimization problems, including gradient descent, Newton's method, and block coordinate descent. Students will complete homework assignments, a mini-project, a research project, and scribing notes for one class. The course aims to provide tools for understanding and solving data analysis problems from machine learning and statistics using optimization techniques.

Uploaded by

Youmna Shatila
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
152 views4 pages

ENMG 616: Advanced Optimization Techniques (3 CR.) Course Syllabus

This document provides the course syllabus for ENMG 616: Advanced Optimization Techniques, a 3-credit course offered at the American University of Beirut. The course will be taught on Wednesdays from 5:30-8:00pm online via Moodle. It will introduce students to numerical methods for solving non-linear optimization problems, including gradient descent, Newton's method, and block coordinate descent. Students will complete homework assignments, a mini-project, a research project, and scribing notes for one class. The course aims to provide tools for understanding and solving data analysis problems from machine learning and statistics using optimization techniques.

Uploaded by

Youmna Shatila
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 4

AMERICAN UNIVERSITY OF BEIRUT

MAROUN SEMAAN FACULTY OF ENGINEERING AND ARCHITECTURE


ENGINEERING MANAGEMENT PROGRAM

ENMG 616: Advanced Optimization Techniques (3 cr.)


Course Syllabus
I. Meeting Time, Location:
Time: Wednesday 5:30 pm – 8:00 pm
Location:
Website: Moodle

II. Instructor:
Dr. Maher Nouiehed
Email: mn102@aub.edu.lb
Office hours: Wednesday 5 pm – 6:30 pm, Virtually via the following link:
https://aub.webex.com/meet/mn102

III. Teaching Assistant:


E-mail:

IV. Course Description:


The purpose of this course is to introduce students to numerical methods for solving non-linear
optimization problems. The course first covers local search methods that include gradient, conditional
gradient, newton and trust region methods, for solving constrained/unconstrained optimization
problems. The convergence and complexity of these algorithms are established. The course then
extends to cover large-scale and robust optimization methods including block-coordinate descent,
ADMM, and saddle point algorithms. The topics provide a set of fundamental tools for understanding
and solving a variety of data-analytic problems including those arising from statistical inference and
machine learning.

V. Prerequisite: Multivariate Calculus and Linear Algebra.

VI. Course Outcomes:


• Understand the fundamental theory of non-linear optimization (existence of solutions, optimality
conditions, duality, …)
• Establish a good understanding of several first and second order local search methods and establish
their convergence guarantees and complexity.

1
• Identify the appropriate algorithm for different applications that can be formulated as continuous
optimization problems.
• Apply local search methods to optimization problems, especially arising from machine learning
applications.
• Understand methods used for large-scale optimization and their corresponding applications.

VII. Textbook:
Recommended: Bazaraa, Mokhtar S., Hanif D. Sherali, and C. M. Shetty. Nonlinear Programming:
Theory and Algorithms (3rd edition). New York: John Wiley & Sons, 1993. ISBN: 0471557935.

Recommended: Bertsekas, Dimitri P. Nonlinear Programming. 2nd ed. Athena Scientific Press,
1999. ISBN: 1886529000.

VIII. Performance Evaluation and Grading:


• Practical mini-project (Due on Week 11) 30%
• Research Project (Due on Week 15-16) 30%
• Homework assignments (Best 4 out of 5) 20%
• Moodle Discussion Form Participation 10%
• Scribing 10%

IX. Summary of Topics Covered:


• Optimality conditions and duality theory for continuous non-linear optimization.
• Unconstrained optimization methods
• Constrained optimization methods
• Large-scale optimization methods
• Min-Max optimization (Upon time availability)

X. Course Policies:
Homework Requirement:
• Homework problems will be posted on Moodle.
• Homework assignments must be electronically submitted via Moodle. Only one pdf file should
be submitted for every homework assignment. You can submit latex pdf files, word converted
pdf files, or scanned images which are converted to pdf.
• Homework assignments that involve coding should include a copy of the code in the submitted
pdf file.
• Late homework assignments are not acceptable under any circumstances.
• It is encouraged to discuss homework assignments with other students. However, each
student is required to submit his/her own personal work.

Scribing:
Each student is required to scribe notes for at least one lecture. These notes will be revised by the
instructor and will be posted on Moodle. The scribed notes should be written in a way that they are
completely understandable by a student who may have missed the sessions.

2
Research project:
The project requires students to work in groups of 2 on reading and presenting a research paper related
to the material covered in the class. A final report and presentation should be submitted.
University Policies:
• By signing up for this course, you confirm that you have read and accepted the terms and provisions
of AUB’s Privacy Statement.

• Academic Integrity: Please refer to AUB Student Code of Conduct:


https://aub.policytech.eu/dotNet/documents/?docid=147&public=true, in particular section 1.1, which
concerns academic misconduct including cheating, plagiarism, in-class disruption, and dishonesty.
Please be aware that misconduct is vigorously prosecuted and that AUB has a zero-tolerance policy.
Course policy is that credible evidence of cheating will result in course failure.
• Recommended Accessibility Statement to Acknowledge the Unique Learning Needs of Students
with Disabilities:
AUB strives to make learning experiences as accessible as possible. If you anticipate or experience
academic barriers due to a disability (including mental health, chronic or temporary medical
conditions), please inform me immediately so that we can privately discuss options. In order to help
establish reasonable accommodations and facilitate a smooth accommodations process, you are
encouraged to contact the Accessible Education Office: accessibility@aub.edu.lb; +961-1-350000,
x3246; West Hall, 314.
• Non-Discrimination and Anti-Discriminatory Harassment, including Sexual Harassment at
AUB
In line with its commitment to the principle of equal opportunity in education and employment, AUB
policies protect you from discrimination on the basis of protected characteristics, including
discriminatory harassment and sexual harassment. Protected characteristics include: race, color,
religion, age, national or ethnic identity, sex, gender or gender identity, sexual orientation, pregnancy,
marital status, disability, genetic predisposition or carrier status, alienage or citizenship status, and
political affiliation.

The policies are applicable to all the AUB Community including: officers, faculty, staff, academic
appointees, students (including medical interns and residents), visiting students, alumni, trainees,
visitors, contractors, subcontractors, suppliers, located on campus and at AUB Medical Center,
Advancing Research Enabling Communities Center (AREC), or any other facility or program
affiliated with the University. The “AUB community” also includes the dependents and domestic
employees of faculty and staff dwelling on campus and at AREC.
If you think you have experienced discrimination, discriminatory harassment, or sexual harassment,
we encourage you to inform the Equity/Title IX Coordinator, Mitra Tauk at 01-350000 ext.
2514, titleix@aub.edu.lb, report to a Title IX deputy at your faculty or at any other faculty
(www.aub.edu.lb/titleix), or report online (www.aub.ethicspoint.com). Reports may be submitted
anonymously or not. Please know that the University will maintain the confidentiality of the complaint
and privacy of the persons involved to the greatest extent possible, consistent with its goal of
conducting a thorough and complete investigation and to the extent permitted by law.

3
You need to also know that the University has designated academic and administrative department/unit
heads, managerial level staff, academic advisors, protection officers, and residence hall staff/monitors,
as responsible employees or “mandatory reporters”, and may designate others at its discretion. These
individuals are obligated to report actual or suspected discrimination or discriminatory harassing
conduct to the Equity/Title IX Coordinator, unless they are a “confidential” resource. The following
have been designated as confidential resources: on campus counselors in the Counseling Center of the
Office of Student Affairs and AUB Medical Center counselors, and healthcare providers at the
University Health Services (UHS) and at the AUB Medical Center. Confidential resources are not
required to report actual or suspected discrimination or harassment to appropriate university officials,
except in cases of suspected abuse of a minor, in the event of an external investigation or prosecution,
or in the event of imminent danger to the reporting party or others.

You might also like

pFad - Phonifier reborn

Pfad - The Proxy pFad of © 2024 Garber Painting. All rights reserved.

Note: This service is not intended for secure transactions such as banking, social media, email, or purchasing. Use at your own risk. We assume no liability whatsoever for broken pages.


Alternative Proxies:

Alternative Proxy

pFad Proxy

pFad v3 Proxy

pFad v4 Proxy