15.084 Nonlinear Programming
Spring 2014
The contours of a convex quadratic function are ellipsoids.
Professor: Robert Michael Freund
TA: Paul Edward Grigas
Lecture:
TTh 11:00 AM - 12:30 PM
(E51-361)
Recitation: F 10:00-11:00 AM
(E51-390)
TA Office Hours: M 3:00-4:00 PM
(E62-385)
Description:
The goal of this course is to provide a unified analytical and computational approach to nonlinear optimization problems. Topics include unconstrained and constrained optimization, linear and conic convex optimization, optimality conditions for unconstrained and constrained optimization, Lagrange and conic duality theory, interior-point algorithms and theory, general first-order methods, Newton’s method, semi-definite programming, and extensions. Algorithmic methods include steepest descent, Newton's method, subgradient optimization, modern first-order methods, interior-point methods, and related computational schemes. Team projects allow students to apply the material to current research applications.
Announcements
NEOS Server
Hi all,You may be interested in checking out the NEOS (Network-Enabled Optimization System) Server, which is a free Internet-based service for solving optimization problems on different solver platforms. The site is:
http://www.neos-server.org/neos/
Cheers,
Paul
Announced on 15 May 2014 5:13 p.m. by Paul Edward Grigas
Project Presentation Schedule
Hi all,Thank you for submitting your project reports and presentation preferences. The presentation schedule is below. Please aim for a 15 minute presentation, followed by 1 or 2 minutes for questions. To minimize transition time we will use my laptop, so please submit your slides to me via email by 10:45 am on the day of your presentation. Looking forward to the presentations!
Tuesday:
"Demand Function Estimation with First-Order Gradient
Methods", by Clark Pixton, Tianlin Shi, and Peter Y.
Zhang.
"Application of Randomized Coordinate-Descent Methods to Image
Processing Problems", by Evan Fields and Milashini
Nambiar.
"Nuclear Norm Minimization via Active Subspace
Selection", by Matthew Graham, Robert Klein and Ankit
Shah.
"Numerical Experiments on the Application of the Conditional
Gradient Method to a Lasso Regression Problem", by Daniel
Rock.
Thursday:
"Generation of Collision-Free Trajectories", by John
Quindlen, Mark Cutler, and Yufan Chen.
"Matrix Multiplicative Weights Algorithm for Semi-Definite
Programs", by Muhammad Jehangir Amjad.
"Optimal Beam Pointing For Multiple Target Tracking In Radar
Systems With Limited Dynamic Range", by Dave Smart.
"AdaBoost Step-size Selection Rules: A Nonlinear Optimization
Perspective", by Heejin Ahn, Setareh Borjian, and Zachary
Owen.
Cheers,
Paul
Announced on 11 May 2014 6:42 p.m. by Paul Edward Grigas
Project Submission
Hi all,It appears that Stellar does not allow you to submit both a file for the report and something in the text box. Please make two submissions, one for your report and the other with your preference for the presentation day.
Thanks,
Paul
Announced on 11 May 2014 2:45 p.m. by Paul Edward Grigas
Project Report Submission Guidelines
Hi all,I have added a link to submit project reports under the course project tab. I ask one person from each group to please submit their group's report by 5:00 pm on Sunday. Also, at that time please submit in the text box a preference for which day you would like to present on, either Tuesday or Thursday. If some members of your group have a conflict on one of these days, please let me know that as well; otherwise, I will randomly break ties when determining the schedule.
Cheers,
Paul
Announced on 09 May 2014 6:39 p.m. by Paul Edward Grigas
Office Hours Instead of Recitation Tomorrow
Hi all,Instead of a normal recitation tomorrow, I will hold office hours during the usual recitation time 10-11 AM at my office E62-385 (not the recitation location). Please come if you have any last minute project questions or concerns.
Cheers,
Paul
Announced on 08 May 2014 8:04 p.m. by Paul Edward Grigas
