ESI 4327C

Matrix and Numerical Methods

in Systems Engineering

Jianqiu Huang
Department of Industrial and Systems Engineering
University of Florida
Summer C 2017

May 8, 2017

Acknowledgment: Slides credit to Dr. Petar Momcilovic

Prologue: about me

Jianqiu Huang

I Fourth year ISE PhD Student

I B.S. in Mathematics and Physics
(Tsinghua University, Beijing, China)
I Research in stochastic optimization, computational
optimization with applications in power system
Prologue: about me

Jianqiu Huang

I Fourth year ISE PhD Student

I B.S. in Mathematics and Physics
(Tsinghua University, Beijing, China)
I Research in stochastic optimization, computational
optimization with applications in power system

I Email: jianqiuhuang@ufl.edu
I Office hours: R Period 5, 406 Weil, or by appointment
Prologue: about class
I Class time
I Monday: Period 6-7 in MCCB G086
I Tuesday to Friday: Period 6 in MCCB G086

I TA
I Kezhuo Zhou
I zhoukezhuo@ufl.edu
I Office hour: Tuesday: 1PM-3PM, 406 Weil, or by appointment

I Textbook
I Introduction to Linear Algebra
I G. Strang; Wellesley Cambridge Press, 4th edition
I Numerical Methods and Optimization: An Introduction
I S. Butenko and P. Pardalos; Chapman and Hall, 1st edition

I Check Canvas for all class information

Prologue: syllabus

I Linear Algebra (numbers vectors subspaces)

I Systems of Linear Equations
I Vector (Sub)Space
I Orthogonality
I Determinants
I Eigenvectors/Eigenvalues

I Numerical Methods
I Taylor Expansion
I Errors
I Roots
I Interpolation
I Numerical Differentiation/Integration
I Differential Equations
Prologue: grades

I Homework (6-7) 15%

I Midterm 1 25%
I Midterm 2 25%
I Final exam 35%
I Extra points for class activities and participation up to 5%
Prologue: grades

Percent Grade Grade Points

93.4-100 A 4.00
90.0-93.3 A- 3.67
86.7-89.9 B+ 3.33
83.4-86.6 B 3.00
80.0-83.3 B- 2.67
76.7-79.9 C+ 2.33
73.4-76.6 C 2.00
70.0-73.3 C- 1.67
66.7-69.9 D+ 1.33
63.4-66.6 D 1.00
60.0-63.3 D- 0.67
0-59.9 E 0.00
Prologue: about class
I ESI 4327C:
I like calculus courses
I like sports
I must know the material

I Time commitment
I 20 hours/week
I review material after every lecture
I cannot compress time

I Understanding
I do not memorize
I do not filter

I MATLAB
I no calculators
How to Study?
I Basic math skills are assumed

I Take notes
I Review notes/slides
I make sure everything is clear: concepts, examples, . . .
I book/electronic resource
I office hours

I Problems
I homework
I book

I Goal
I able to solve any problem
I ... not only those on tests
Miscellaneous

No class on May 19 and 21 - need to attend a conference