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Math 6426: Introduction to Nonconvex Optimization

Index 7839, McBryde Hall 207, 2:00-3:15pm, TT

Instructor: David Y. Gao (gao@math.vt.edu)
Office: McBryde 524 (Phone: 1-2768)
Office Hours: 3:15pm - 4:30pm TT & by appointment

Exams:
There will have only one take-home project.

REFERENCES:
There are some books on this topic which may serve well as a references for the course:

Prerequisites and Corequisites:
Some experience with advanced calculus, linear algebra and partial differential equations. Some previous experience with functional analysis and continuum mechanics would be helpful but is not essential.

Objectives:
The fields of nonconvex analysis and optimization have experieced significant development during the recent decads. Many nonlinear problems arising in applied mathematics, physics, economics and engineering sciences require the consideration of nonconvexity and nondifferentiablity. Since the 1980's, the theories of nonconvex analysis and variational mathods have become the important mathematical tools for nonlinear analysis and mechanics. The objective of this second part of the two-semester course offering is to provide a clear and unified presentation of the modern mathematical skills and qualitative variational methods needed for applied mathematicians and engineers in solving nonlinear problems in mathematical physics, optimizations, continuum mechanics, and economics, etc. The emphasis is on understanding and applying not proving.

Course Content:
The course will discuss the following themes (these can be adjusted to suit the interests of the students):