MTH 655 - Sec 010
Numerical Analysis
(Computational Methods for Inverse Problems and Optimization)

MWF 9:00-9:50
STAG 112
Winter 2025


Calendar

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Last modified: Mon Mar 03 19:21:17 PST 2025

  Mon Tues Wed Thur Fri
Week 1

Presentation on Electromagnetic Inverse Problems

Classes begin

Lec 1: Well-posedness and conditioning

Lec 2: Linear Least Squares problems and Regularization
2

Lec 3: Regularization (cont.)

Lec 4: SVD and Ill-posedness

Lec 5: Ill-conditioning and Low-rank approximations

Last day to
add/drop
3

MLK Day

No Classes

Lec 6: Chap 1 Filtering

Lec 6: Chap 1 Filtering (cont.)
4

Chap 6 Parameter Identification

Chap 6 Parameter Identification (cont.)

Chap 4 Statistical Estimation Theory

HW1 Due
5

Chap 4 Statistical Estimation Theory (cont.)

Convergence

Model Validation
6

Unconstrained Optimization

Proposal Due

Unconstrained Optimization

Steepest Descent

HW2 Due
7

Line Search

Newton's Method

Newton Convergence

Last day to
change to S/U
8

Inexact Newton

Quasi-Newton

Nonlinear Least Squares and Gauss-Newton

HW3 Due
9

"Gradient-based Methods for Optimization": Part 1 Part 2

Levenberg-Marquardt and Trust Regions

Chap 9 Constrained Optimization
10

Gradient Projection Method

"Stochastic Spectral Approaches to Bayesian Inference"

Classes end
11

Final Presentations
9:30 AM



Last updated: Thu Jan 09 23:09:25 PST 2025