## Topic outline

### General

### Matlab license updated

See https://elearning.di.unipi.it/mod/forum/discuss.php?d=1230 for information on how to update the license file and continue using Matlab with the university's license in 2017.

### Course Schedule

Tuesday 9:00 - 11:00 room L1

Tuesday 16:00 - 18:00 room H

Wednesday 11:00 - 13:00 room C

Thursday 11:00 - 13:00 room C

#### Instructors

**Mauro Passacantando**Room 323, Tel. 050 2212756, e-mail: mauro.passacantando@unipi.it

**Federico Poloni**Room 343, Tel. 050 2213143, e-mail: federico.poloni@unipi.it

Office hours (during the course): Monday 14:00-16:00#### Review seminars

Dr. Stefano Massei (SNS) will hold 8 additional exercise sessions containing a review of the course prerequisites (calculus, linear algebra and numerical analysis). They are held on

**Wednesday at 14:00 in room A1.**They are meant to ensure that everyone is familiar with the same background material irrespective of their bachelor studies. These lectures do not contain material included in the exam syllabus, and they can be skipped if you are already familiar with these topics from your past courses.### Program

Detailed lecture reports These reports are updated regularly after the lectures and describe in detail the material that has been covered in each of them. They are the most reliable source to know what has actually been covered in the course.

### Textbooks

For the optimization part:- S. Boyd, L. Vandenberghe, Convex optimization, Cambridge University Press, 2004
- M.S. Bazaraa, H.D. Sherali, C.M. Shetty, Nonlinear programming: theory and algorithms, Wiley & Sons, 2006 (Chapters 1-6, 8-9)
- J. Nocedal, S. Wright, Numerical Optimization, Springer Series in Operations Research and Financial Engineering, 2006 (Chapters 1-3, 5, 12, 16, 17)
- A.R. Conn, K. Scheinberg, L.N. Vicente, Introduction to Derivative-Free Optimization, SIAM series on Optimization, 2009 (Chapters 1, 7)

For the numerical linear algebra part:

- J. Demmel, Applied Numerical Linear Algebra, SIAM press 1996
- L. N. Trefethen, D. Bau, Numerical Linear Algebra, SIAM press 1997 (alternative)

### Slides and support files (optimization part)

### Slides and support files (linear algebra part)

### Lecture recordings (linear algebra part)

#### Theory lectures:

The lectures held in Room C will appear online on http://mediateca.unipi.it/category/metodi-numerici-ed-ottimizzazione-2016/60. There is a delay of a few days because of post-production of the videos by the e-learning team.

The handwritten PDF files are uploaded on https://owncloud.dev.unipi.it/index.php/s/LVoYlumOV8cBEpL shortly after each lecture.#### Lab lectures:

Screencast are available on http://pages.di.unipi.it/fpoloni/files/nmo16/.### Matlab files

The computer lab activities will be performed using MATLAB. Students of the University of Pisa can install MATLAB free of charge with the university's license. Instructions on http://doc.sid.unipi.it/images/1/17/Istruzioni_Installazione_MatLab_Student.pdf (instructions in Italian only, sorry, but with lots of pictures)

**.****Linear algebra part**### Matlab files (optimization part)

### Other study material

Some notes written by prof. Roberto Bevilacqua, former teacher of this course. They contain useful background material on linear algebra as well as some of the new content explained in the first lectures.

The students of the 2010-2011 edition of NMO produced a set of notes written in LaTeX (in Italian) and released them under a CC license. The program of the course has changed since then, but the notes may still be useful.

### Exams

#### Written exam: February 8 -- Marks

#### Written exam: April 11 -- Marks

#### Written exam: June 13 -- Marks

#### Written exam: July 3 -- Marks

#### Written exam: July 24 -- Marks

#### Written exam: September 11 -- Marks

#### Written exam: October 30 -- Marks

**Oral exam: October 31, 15:00, room N1**