Continuous Optimization

SFWR ENG / COMP SCI 4TE3 (6TE3), Term I, 2016-2017


Thursday 11:30-14:20 (MDCL/1009)


Tuesday 11:30-12:20 (T13/107)
Tutorial homepage


Antoine Deza
Office: ITB 127
Extension: 23750
Email: deza@mcmaster.ca
Office hours: Monday 15:30-16:20.

Teaching assistant

Xiao Jiao Wang
Office: ITB 115
Extension: 23076
Email: wangxj2@mcmaster.ca
Office hours: Tuesday 12:30-13:20.

Suggested textbooks

Nonlinear Optimization by E. de Klerk, C. Roos, and T. Terlaky
Convex Optimization by S. Boyd and L. Vandenberghe


Lecture 0 : Review
Lecture 1 : Introduction
Lecture 2 : Line search
Lecture 3 : Convex optimization
Lecture 4 : Search directions
Lecture 5 : Conjugate gradient
Lecture 6 : Duality
Lecture 7 : Constrained nonlinear optimization
Lecture 8 : ISMP 2000, Atlanta
Lecture 9 : ICCOPT 2016, Tokyo

Assignments and Exams

There will be written assignments. (check this link for handed out date & due date), one midterm on October 27 from 11:30 till 13:30 in MDCL 1009, and one final exam on December 20 from 19:30 till 22:00 in IWC 1 (4).

For the midterm and final, you are allowed one letter size two-sided sheet of handwritten personal notes, you will return this sheet with the exam.

McMaster standard (Casio FX-991) calculator is allowed

Your final grade will be computed as follows: Assignments 30% (3 x 10%), Midterm 30%, Final 40% .

The instructor reserves the right to conduct any deferred exams orally.

Course Outline

for graduate students taking the course as 6TE3,
the final grade will be computed as follow: Assignments 24% (3 x 8%), Midterm 25%, Final 35%, report 16%.

Instructor's notice

The instructor and university reserve the right to modify elements of the course during the term. The university may change the dates and deadlines for any or all courses in extreme circumstances. If either type of modification becomes necessary, reasonable notice and communication with the students will be given with explanation and the opportunity to comment on changes. It is the responsibility of the student to check their McMaster email and course websites weekly during the term and to note any changes.


Students with disabilities can receive accommodations to assist them in the completion of assignments and exams. Please contact the Centre for Student Development for advice and for arranging assistance. Students are also encouraged to talk to the instructor about this issue.


"The Faculty of Engineering is concerned with ensuring an environment that is free of all adverse discrimination. If there is a problem that cannot be resolved by discussion among the persons concerned individuals are reminded that they should contact the Department Chair, the Sexual Harassment Officer or the Human Rights Consultant, as soon as possible."

Academic Dishonesty

Students are reminded that they should read and comply with the Statements on Academic Ethics and the Senate Resolutions on Academic Dishonesty as found in the Senate Policy Statements distributed at registration and available in the Senate Office.

"Academic dishonesty is to knowingly act or fail to act in a way that results or could result in unearned academic credit or advantage. This behavior can result in serious consequences, e.g. the grade of zero on an assignment, loss of credit with a notation on the transcript (notation reads: "Grade of F assigned for academic dishonesty?") and/or suspension or expulsion from the university.

It is your responsibility to understand what constitutes academic dishonesty. For information on the various types of academic dishonesty please refer to the Academic Integrity Policy, located at http://www.mcmaster.ca/academicintegrity .

The following illustrates only three forms of academic dishonesty:

1. Plagiarism, e.g. the submission of work that is not one's own or for which other credit has been obtained. `
2. Improper collaboration in group work.
3. Copying or using unauthorized aids in tests and examinations. "

Created by deza@mcmaster.ca