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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)    
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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)

 

  • Bisection  

    • Book page: 54 

    • Practise set 2.1: 1, 3, 4

 

  • Fixed Point 

    • Book page: 65 

    • Practise set 2.2: 3, 5, 7

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  • 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

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  • 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) 

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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

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Quiz-2

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  • 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

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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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