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15.084J/6.252J  Nonlinear Programming

Spring 2008

Instructor: Georgia Perakis

TA: rlobel@mit.edu

Lecture:  TTh 10:00-11:30am  (E51-372)
Recitations:  Mon 5-6pm  (56-154)      

Information: 

Office Hours:
Mon. 6-7pm (after the recitations) in Room 56-154
Wed. 4:30-5:30pm in Room E51-242

Extra TA office hours (when announced, like sometimes on Thursday after class) is held at the ORC, E40-149

You can meet Prof. Perakis either Tuesdays 2-3pm at E53-359 or by appointment

Announcements

Reminders

Dear Class

Thank you for today!

Just a few reminders for Thursday:

Make sure your presentation lasts between 20-25 minutes

This time we have 4 presentations so it is even more important to keep the time.

DO NOT forget your last assignment to be handed on THURSDAY:

1. Rate each presentation (except your group's) from 1 (worst) to 10 (best)

2. Vote for the best 3 (I will take the winning teams for lunch as a reward). DO NOT vote for your own team of course.

3. Optionally if you want to give feedback to your classmates on their presentations you can include your comments.

Finally we have posted all the presentations on stellar under Project.

We look forward to the remainder of the presentations on Thursday.

Like today pizza will be provided!

Announced on 13 May 2008  3:15  p.m. by Georgia Perakis

Project Information

Dear Class

Please do not forget to send us by TONIGHT the slides of your
presentation as well as your paper itself.

Remember the presentation of each team should be aimed to last 20-25
minutes (not more). Please make sure to attend both days and for all
presentations. The order of the presentations will be as follows:

Tuesday May 13 – Starting at 10am in our regular Classroom

1. Title: Finance in inventory management
Team: Rikun, Alex--Katsargyri, Yola-- Taylor, Josh -- Serrano, Alejandro

2. Title: Non smooth minimization using subgradient methods and
applications to convex optimization problems
Team: Candogan, Ozan -- Keller, Phil-- Wang, Mengdi -- Njoroge, Paul

3. Title:  Optimal Trade Execution
Team: Chang, Allison -- Fontana, Matthew-- Gupta, Shubham -- Marla, Lavanya


Thursday May 15—Starting at 10am in our regular Classroom

1. Title: Mixed integer nonlinear programming for material supply management
 Team: Park, Joongwoo Brian-- Shi, Chuan -- Lin, Maokai -- Huynh, Vu Anh

2. Title: Global solution of semi-infinite programs using
interval-constrained reformulations
Team: Stuber, Matthew—Scott, Joseph Kirk -- Oxberry, Geoffrey

3. Title: Sparse digital filters
Team: Wei, Dennis

4 Title: Robust optimization application on portfolio selection
Team: Wang, Yanbo --Sun, Wei--Shi, Cong

See you all tomorrow Tuesday at 10am. Pizza will be served at
11:15am each day.

We look forward to the presentations.

Georgia Perakis

Announced on 12 May 2008  5:47  p.m. by Georgia Perakis

Midterm information

The midterm is coming up on this Tuesday April 8 during class time in our regular classroom E51-372. To make sure there are no time issues we have booked the classroom from 10-12:30pm (nevertheless, we expect you to be done in no more than 2 hours). Let us know if you have any issues on this.

In preparation for the exam we have posted on stellar some helpful material

1. The syllabus of the readings relevant to the midterm that we have covered in class so far.

2. A quick review/summary of what concepts we have covered in this course so far.

3. A sample midterm test from old exam problems that can give you a sense of what to expect.

Also, homeworks and recitation solutions are posted too.

Announced on 02 April 2008  11:58  p.m. by  rlobel@mit.edu