Nonlinear Programming
Fall 2009
MATP6600 / DSES6780
Course basics:
Course outline
Scores on homeworks.
Exams
Midterm exam,
due at beginning of class on Friday November 6.
The
solutions are available.
Homework
Homework 1, due September 11.
The
solutions are available.
Homework 2, due September 25.
The
solutions are available.
Homework 3, due October 9.
The
solutions are available.
Homework 4, due October 23.
Here is some
information about
AMPL.
The solutions to
questions 1, 2, and 3
and the AMPL
model file,
run file, and
output file
are available.
Handwritten notes:
Introduction (1 Sep).
Convex sets:
Convex functions
Linear programming
Optimality conditions for nonlinear programming
Duality
Algorithms
Handouts:
Extreme points and rays,
and resolution
(25 Sep).
The simplex
algorithm
(22 Sep).
An iteration of the
simplex algorithm
(22 Sep).
Dimension and faces
(22 Sep).
Linear algebra
(1 Sep).
Subspaces, affine sets,
convex sets, and cones (1 Sep).
Resources:
Convex Optimization
by Boyd and Vandenberghe.
John Mitchell's homepage
|
Dept of Mathematical Sciences Course Materials