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6.255/15.093  Optimization Methods

Fall 2013

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Instructor: Pablo A Parrilo

TAs: Elie Adam, Frank Noble Permenter

Lecture:  TTh 2:30-4:00  (3-270)
Recitation A (Section 1):  W 3:00-4:00  (26-210)
Recitation B (Section 2):  F 1:00-2:00  (26-210)    

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

Office hours, Monday 12/16 at 4PM

I'll be holding office hours tomorrow (Monday 12/16) from 4PM to 5:30PM in 32D-726. Please show up if you have questions!

Announced on 15 December 2013  10:49  p.m. by Pablo A Parrilo

Office Hours, Friday12/13, 1pm

I'll be holding office hours tomorrow (Friday 12/13) from 1 to 2 PM in the LIDS Lounge (Stata Center, 6th Floor Dreyfoos Tower). Come with  questions!

Announced on 12 December 2013  4:18  p.m. by Elie Adam

Two more practice exams

We have posted in Stellar two additional practice exams from previous years. Please let us know if you have questions/comments!

Announced on 12 December 2013  6:45  a.m. by Pablo A Parrilo

Final exam announcement

As announced earlier, the final exam will have a duration of THREE hours, and will take place on:

Tuesday December 17th, from 9:00 AM to 12:00 PM.

The exam rooms are (depending on the first letter of your last name):

A-K: E51-145
L-Z: E51-149

The exam rooms are in the Tang Center (E51):
http://whereis.mit.edu/?go=E51

Please make sure to arrive with sufficient time, particularly if you are not familiar with the location of the E51 building.

The format of the exam is open book, meaning that you are allowed to bring and use your OWN lecture notes, formula sheets, homework sets, or the textbook. However, no additional material is allowed (e.g., other textbooks, assorted notes, etc). No laptops/phone/internet access will be permitted during the exam.

The exam will cover ALL MATERIAL presented during the course, either during lectures, recitations, or homework sets.

Please let me know if you have questions/comments.

-p

Announced on 12 December 2013  6:21  a.m. by Pablo A Parrilo

KKT conditions, Slater's condition, and CQC

Hi class,

Several people have asked (via office hours or email) questions on KKT conditions, Slater's condition, and the CQC in the notes. I posted a thread in the Stellar forum with common points of clarification.

Frank

Announced on 11 December 2013  4:37  p.m. by Frank Noble Permenter

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