CALCULUS AND OPTIMIZATION

The main target of the course is that of providing basic notions of Calculus and Mathematical Programming (Optimization), whic will be used in several other courses.
This course (C&O) represents a basic subject in the curriculum of a Master Degree program in INFORMATICA - COMPUTER SCIENCE. It aims at providing:

(a) basic notions of Calculus (including the nalysis of curves surfaces in R^n);

(b) the capability to develop, create, analyze and solve a Mathematical Programming (Optimization) model for the problem in hand.
Virtually all the models in students previous courses can gain advantage of the techniques studied in C&O.

The active involvement of students to the activities of the course, including individual study, will allow to pursue the following results:

1) Knowledge and Understanding: of basic and advanced tools relative to Calculus, involving n real variables;

2) Capability to Apply Knowledge and Understanding: to generate/manipulate quantitative models of Calculus, with reference to all applied sciences;

3) Capability to Judge and Interpret: using and manipulating mathematical models, on the basis of specific and analytical indicators.

The course requires a basic knowledge of Math (numbers, sequences, linear algebra, calculus with one-two unknowns) as a Prerequisite.

Students should provably know the contents of the MATHEMATICS course. In particular, students must be able to work with the following
concepts: systems of equalities and inequalities, linear algebra for matrices, extreme points of functions with one unknown, functions with
two unknowns, derivatives and integrals of functions with one unknown.

The course will cover the following topics:

1. Generalities on functions in R^n, Tangential and Normal vectors
2. Eigenvalues and Eigenvectors
3. Derivatives and Directional Derivatives
4. Differentiation and the Chain Rule
5. The Taylor expansion
6. Implicit Function Theorem (Dini's Theorem)
7. Fubini’s Theorem (notes)
8. Exact differentials, Multiple Integration and the role of the Jacobian
10. Stokes’ Theorem (notes)
11. Local/Global Minima/Maxima for functions with n unknowns
12. Karush-Kuhn-Tucker and Constraint Qualification conditions
13. Convexity and optimality conditions (necessary/sufficient conditions)
14. Mean Value Theorems
15. Optimization methods for unconstrained/constrained problems (introduction)
16. Gradient methods and Projected Gradient method
17. Linesearch procedures
18. Conjugate Gradient methods and Quasi Newton methods
19. Active set methods (notes)
20. Penalty/Barrier methods (notes)
21 Lagrangian and Augmented Lagrangian methods (notes)

The next references are advised to better assimilate the contents of the course. Apart from the afternotes by the teacher, the other book-references can be considered "not essential":

Afternotes by the teacher, available at http://venus.unive.it/~fasano/ and https://moodle.unive.it/

M.S.BAZARAA, H.D.SHERALI, C.M.SHETTY (1993) "Nonlinear Programming - Theory and Algorithms (2nd edition", John Wiley & Sons.

D.P.BERTSEKAS (1982) "Constrained Optimization and Lagrange Multiplier Methods", Academic Press.

D.P.BERTSEKAS (1995) "Nonlinear Programming", Athena Scientific, Belmont, Massachusetts, USA.

R.WALTER (1976) "Principles of Mathematical Analysis", McGraw-Hill.

C.H.Edwards, “Advanced Calculus of Several Variables”, Dover Publications, 2003

B.T.M. Apostol “Calculus: Multivariable Calculus and Linear Algebra, with Applications to Differential Equations and Probability, vol. II, Second Edition”, John Wiley and Sons, Inc., 1973

J.Nocedal, S.J.Wright, “Numerical Optimization, Second Edition”, Springer, 2006.

S.Boyd, L.Vandenberghe “Convex Optimization”, Cambridge University Press, 2009.

A written test is assigned, lasting about 2-3 hours. Then, based on the results of its correction, the teacher communicates the students if he/she is allowed to join the oral part of the exam, which takes place in the same day of the written part. There will be also 1 or 2 intermediate assignments during the period of lessons.

This is a conventional face-to-face- course which adopts also additional teaching material available on http://venus.unive.it/~fasano and on the e-learning platform https://moodle.unive.it/ .
The online teaching material reports the contents of the lessons. Students are required to actively participate, practice and do the proposed exercises.

English

See also http://venus.unive.it/~fasano and the e-learning platform https://moodle.unive.it for further info/documents/downloads.

Accessibility, Disability and Inclusion
Accommodation and support services for students with disabilities and students with specific learning impairments

Ca’ Foscari abides by Italian Law (Law 17/1999; Law 170/2010) regarding support services and accommodation available to students with disabilities. This includes students with mobility, visual, hearing and other disabilities (Law 17/1999), and specific learning impairments (Law 170/2010). If you have a disability or impairment that requires accommodations (i.e., alternate testing, readers, note takers or interpreters) please contact the Disability and Accessibility Offices in Student Services: disabilita@unive.it.

written and oral