15.093/6.255J Optimization Methods
Fall 2008
Professor: Pablo A Parrilo
TAs: Allison A. Chang, Apostolos Fertis
Lecture:
Tue-Thu 2:30-4:00
(3-270)
Recitation Section 1: Fri 1-2
(3-370)
Recitation Section 2: Mon 2:30-3:30
(1-150)
Office hours: Mon 11-12:30
(32-D740)
Fri 2:30-4:00
(E51-242)
Information:
This course introduces the principal algorithms for linear, network, discrete, nonlinear, dynamic optimization and optimal control. Emphasis is on methodology and the underlying mathematical structures. Topics include the simplex method, network flow methods, branch and bound and cutting plane methods for discrete optimization, optimality conditions for nonlinear optimization, interior point methods for convex optimization, Newton's method, heuristic methods, and dynamic programming and optimal control methods.
Announcements
Exam 2006 Problem 2
I think there were a couple of typos in the solution to the dynamic programming problem on the 2006 final. I uploaded my solution in the Exams section, so take a look if you want to see the recursion completely written out.
--Allison
Announced on 16 December 2008 1:02 p.m. by Allison Chang
Updated 2006 Exam
Announced on 15 December 2008 11:41 a.m. by Allison Chang
Additional office hours this Tuesday
The room is 32D-707 (Stata building, Dreyfoos tower).
Announced on 14 December 2008 4:59 p.m. by Pablo Parrilo
Additional Office Hours
Apostolos will hold his regular office hours 11am-12:30pm on Monday in his office. I will also hold some extra office hours on Monday 2-3:30pm in E51-242. You can pick up your old homework assignments at either of our office hours.
--Allison
Announced on 14 December 2008 8:59 a.m. by Allison Chang
Additional Exams
Announced on 13 December 2008 1:54 a.m. by Allison Chang
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