Amrik Sen, PhD (Applied Mathematics, University of Colorado, Boulder, USA)
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)
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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)
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Bisection
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Book page: 54
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Practise set 2.1: 1, 3, 4
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Fixed Point
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Book page: 65
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Practise set 2.2: 3, 5, 7
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Newton & Secant
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Book Page: 75
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Practise set 2.3: 1, 5, 6, 13
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Multiple Roots
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Book Page: 85
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Practise set 2.4: 2, 4, 6, 7
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Trapezoidal & Simpsons:
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Book Page: 202
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Practise set 4.3: 1, 5, 9
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Gaussian Quadrature:
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Book Page: 234
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Practise set 4.7: 1, 5 (in case you really want to test yourself if you got GQ)
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For vector calculus, practise all solved problems from
ch 14 of Thomas' Calculus by Hass et. al. (15th edition)
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Quiz-1 preparation: practice problems
Thomas' Calculus, Early Transcendentals, 13th Edition.
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Section 14.7 (pp 851-853), solved problems 3,4,6
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Ex 14.7 (pg. 855) - 10, 20, 32
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Section 14.8, Ex 14.8 (pp. 864-865) - 3, 15, 22, 29
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Quiz-2
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Venue as per University ID (here)
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Part-A starts at 10:00 AM on Dec 7th (Sat)
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Part-B starts at 11:00 AM on Dec 7th (Sat)
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Bring your own laptops for part-B
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Practice problems: Gradient Descent Method
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Worksheet (here)
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Practice problems: LPP (graphical method)
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Worksheet (here)
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Practice problems: BIP (Branch and Bound approach)
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Worksheet (here)
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