Nonlinear Programming

Fall 2009

MATP6600 / DSES6780

Course basics:

Course outline
Scores on homeworks and the midterm, for students who handed in all 5 homeworks. The homeworks and the midterm are weighted equally.

Exams

The final exam will be in class on Friday, December 11. Several old exams are available: 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.
Homework 5, due November 20.
Homework 6, due December 4.

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:

An introduction to the conjugate gradient method without the agonizing pain, by Jonathan Shewchuk.
Convex Optimization by Boyd and Vandenberghe.
John Mitchell's homepage | Dept of Mathematical Sciences Course Materials