MATP-6600/DSES-6780 Nonlinear Programming - Outline

• Office hours: AE327, Tuesday 9:30-10:30 a.m., Thursday 2:15-3:15 pm, or by knocking at office door/appointment.
• Course Outline:

This outline will be followed fairly closely. However alterations maybe made as appropriate for the pace and interests of the class. Reading assignments are indicated.
1. Nonlinear Modeling : (Aug. 28-31) BSS Chapter 1.
2. Convexity Sets and Functions: (Sept. 3-14) BSS Chapter 2.
3. Theorems of the Alternative: (Sept. 6-21) BSS Chapter 2.
4. Convex Functions: (Sept. 25-Oct.2 ) BSS Chapter 3.
5. Optimality Conditions for Unconstrained Problems: (Oct. 5-13 ) BSS Chapter 4. .
6. Optimality Conditions for Constrained Problems: (Oct. 16-26 ) BSS Chapter 4 and 5.
7. Exam 1 (In Class). October 19.
8. Duality in Nonlinear Programming. (Oct. 30-Nov. 9) BSS Chapter 6.
9. Exam 2 (Takehome). Handed out Nov. 27 and returned Dec. 4.
10. Nonlinear Programming algorithms. (Novem 13-Dec.28 ) Readings from Kelley. <\li>
• Mathematical Review: Students should be familiar with the material in Appendix A of the "Nonlinear Programming Theory and Algorithms" book by Bazaraa et al.
• Homework: Roughly every two weeks. You may discuss the homework with other students, you must write up your solutions on your own.
• Exams: One in-class midterm  As you would expect, the exams must be all your own work. Students are encouraged to collaborate and discuss jointly all aspects of the course except the exams. Collorations on the exams will be considered cheating and will result in a grade of F in the course . Note it is fairly easy to detect cheating on a take home exam in a small class. DON'T RISK IT! It's not worth it. I will assign the 'F' and ask questions later. The school policies on academic dishonesty will be invoked as required.
• Grading policy: 32% homeworks, 32% Exam 1, 32% Exam 2, 4% class participation.
• The World Wide Web: This outline, the homeworks, and any other relevant information will be available online http://www.rpi.edu/class/nlp/nlp.html.
• Textbooks:

Required:	Bazaraa, Sherali and Shetty, Nonlinear Programming: Theory and Algorithms. Wiley, 2006.
	I will follow this book fairly closely.
	C. T. Kelley, Iterative Methods for Optimization, SIAM, 1999.
	This book will be used only for material in the final 25% of the class. It is an expensive paperback available for a discount on the web for SIAM members. It will also be on reserve, so you don't have to purchase it.
On Reserve:	Rockafellar, Convex Analysis. Princeton 1970.
	Convex analysis bible.
	Luenberger, Introduction to Linear and Nonlinear Programming. Addison-Wesley, 1984.
	Mangasarian, Nonlinear Programming. McGraw-Hill, 1969.
	Luenberger and Mangasarian are both good alternatives to Bazaraa, Sherali and Shetty.
	Bertsekas, Nonlinear Programming, Aethena Scientific, 1995 or later edition.
	Excellent coverage of state of the art algorithms.

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