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Searched for: "15.084" Subjects offered any term 1 subject found.
15.084[J] Nonlinear Optimization
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(Same subject as 6.252[J])
Prereq: 18.06; 18.100A, 18.100B, or 18.100Q
Units: 4-0-8
You must pre-register and participate in Sloan's Course Bidding to take this subject.
Lecture: TR11-12.30 (E25-111) Recitation: F10.30 (34-303) or F11.30 (34-303)
Unified analytical and computational approach to nonlinear optimization problems. Unconstrained optimization methods include gradient, conjugate direction, Newton, sub-gradient and first-order methods. Constrained optimization methods include feasible directions, projection, interior point methods, and Lagrange multiplier methods. Convex analysis, Lagrangian relaxation, nondifferentiable optimization, and applications in integer programming. Comprehensive treatment of optimality conditions and Lagrange multipliers. Geometric approach to duality theory. Applications drawn from control, communications, power systems, and resource allocation problems.
P. Parrilo
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