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6.252/15.084  Nonlinear Programming

Spring 2013

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(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, in
32D-726. Please drop by!

Announced on 02 May 2013  8:21  p.m. by Pablo A Parrilo

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