6.252/15.084 Nonlinear Programming
Spring 2013
(Image courtesy of Prof. Bertsekas)
Instructor: Pablo A Parrilo
TA: Annie I-An Chen
Lecture:
TTh 11:00 AM-12:30 PM
(9-354)
Recitation: F 10:30 AM-11:30 AM and 11:30 AM-12:30 PM
(36-144)
Information:
This course introduces students to the fundamentals of nonlinear
optimization theory and methods. Topics include unconstrained and
constrained optimization, linear and quadratic programming,
Lagrange and conic duality theory, interior-point algorithms and
theory, Lagrangian relaxation, generalized programming, and
semidefinite programming. Algorithmic methods used in the class
include steepest descent, Newton's method, conditional gradient
and subgradient optimization, interior-point methods and penalty
and barrier methods.
Announcements
Small simplification in Problem 3
A clarification/simplification in Problem 3.In (P3)(a)(iv), please choose the value of alpha to be fixed to alpha=1/2. (If you solved it already for the case of general alpha, no need to rewrite your solution).
I've also updated the exam pdf in Stellar, for those of you that have not printed it out yet.
Announced on 15 May 2013 5:26 p.m. by Pablo A Parrilo
Final exam posted
The final exam has been posted in Stellar. It is due tomorrow Thursday 5/16, at the beginning of the lecture. I suggest you print it double-sided, if possible.All exercises should be fairly clear and unambiguous, but if you have questions, please feel to email either Annie or me.
Announced on 15 May 2013 11:01 a.m. by Pablo A Parrilo
Final exam
A reminder that the final exam (which is in the 24-hour, take-home format) will be assigned on Wednesday May 15th at 11AM, and will be due on Thursday May 16th at 11AM sharp.If for any reason you will not be able to take it during this period, please let me know ASAP.
Announced on 13 May 2013 1:58 p.m. by Pablo A Parrilo
Office hours Friday 3PM
I will be having office hours tomorrow Friday (May 10th), at 3PM, in 32D-726. Please drop by!Announced on 09 May 2013 1:03 p.m. by Pablo A Parrilo
Office hours this Friday 3PM
I will be having office hours tomorrow Friday (May 3rd), at 3PM, in32D-726. Please drop by!
Announced on 02 May 2013 8:21 p.m. by Pablo A Parrilo