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Computational Methods and Optimization 
(course code: FM 216)

Course Instructors: Amrik Sen
Course TAs: Rajat Singla, Vijay Sahani, Viraj D'Souza

Emails: 
amrik.sen@plaksha.edu.in

rajat.singla@plaksha.edu.in
vijay.sahani@plaksha.edu.in
viraj.dsouza@plaksha.edu.in


Class schedule:
Lectures (L2) : Tuesday (09:00 to 10:00), Thursday (09:00 to 10:00) 
Lectures (L1) : Tuesday (10
:00 to 11:00), Thursday (10:00 to 11:00) 

Office hours:
Amrik Sen (Tuesday, Thursday: 11:45 to 12:45) in A2-103


Syllabus and manuals                                                                                         
Course brochure and lecture plan: (here)


Video recording of lectures:   
Computational Methods & Optimization series (here)    

Lecture notes:
Vector calculus fundamentals - set 1 (here) 
Vector calculus fundamentals - set 2 (here) 
Calculus based optimization notes (here)
(including Lagrange multipliers)

The simplex method for LPP -- geometry & algebra (here)


Python code repository
Root finding techniques: script: (here), functions: (here)
Roots with multiplicity: script: (here), functions: (here)
Gradient descent algorithm (1D): code: (here)
BATCH Gradient descent algorithm: (here)
STOCHASTIC Gradient descent algorithm: code: (here)
(Deep) Neural Networks with SGD: code: (here)
BATCH Gradient descent method for solving systems of equations: code: (here)

Simplex method (matrix form): code: (here); main script for LPP: (here)

                                                                                                                     

Projects 

                                                   
Project: part-1 (here)
Rubric: (here)
Interview slots: (here)

Project: part-2 (here)

Rubric: (here)
Interview slots: (here)



Mid-Sem exam preparation: practice problems


 

Numerical analysis by Burden and Fairies (9th edition)

 

  • Bisection  

    • Book page: 54 

    • Practise set 2.1: 1, 3, 4

 

  • Fixed Point 

    • Book page: 65 

    • Practise set 2.2: 3, 5, 7

  • Newton & Secant 

    • Book Page: 75 

    • Practise set 2.3:  1, 5, 6, 13

 

  • Multiple Roots 

    • Book Page: 85 

    • Practise set 2.4:  2, 4, 6, 7

 

  • Trapezoidal & Simpsons: 

    • Book Page: 202 

    • Practise set 4.3:  1, 5, 9

  • Gaussian Quadrature: 

    • Book Page: 234 

    • Practise set 4.7:  1, 5 (in case you really want to test yourself if you got GQ)

 

 

For vector calculus, practise all solved problems from

ch 14 of Thomas' Calculus by Hass et. al. (15th edition) 

Quiz-1 preparation: practice problems

 

Thomas' Calculus, Early Transcendentals, 13th Edition. 

  • Section 14.7 (pp 851-853), solved problems 3,4,6

  • Ex 14.7 (pg. 855) - 10, 20, 32

  • Section 14.8, Ex 14.8 (pp. 864-865) - 3, 15, 22, 29

Quiz-2

  • Venue as per University ID (here)

  • Part-A starts at 10:00 AM on Dec 7th (Sat)

  • Part-B starts at 11:00 AM on Dec 7th (Sat)

  • Bring your own laptops for part-B

Practice problems: Gradient Descent Method

Worksheet (here)

Practice problems: LPP (graphical method)

Worksheet (here)

Practice problems: BIP (Branch and Bound approach)

Worksheet (here)

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+1-818-357-4698

skype id: amriksen

Los Angeles, CA, USA

© Amrik Sen 2017. 

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