MIT Subject Listing & Schedule
IAP / Spring 2018 Search Results

Searched for: "6.252"    Subjects offered any term

1 subject found.

6.252[J] Nonlinear Optimization

()
(Same subject as 15.084[J])
Prereq: 18.06; 18.100A, 18.100B, or 18.100Q
Units: 4-0-8
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
No textbook information available