6.252/15.084 Nonlinear Optimization
Spring 2015
(Image courtesy of Prof. Bertsekas)
Instructor: Pablo A Parrilo
TA: Hamza Fawzi
Lecture:
TR10-11.30
(9-354)
Recitation: F11.30-12.30
(34-303)
Office hours (Hamza Fawzi): W11-12
(Stata center, 6th floor lounge (tower D))
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
Reminder: course evaluations
A reminder about course evaluations:Please fill out the subject evaluation form for the Spring 2015 term (http://web.mit.edu/subjectevaluation).
The website will close at 9 am Monday, May 18.
Announced on 17 May 2015 11:09 a.m. by Pablo A Parrilo
Final Exam posted
The final exam has been posted in Stellar. You will find it under "Materials", in the "Final Exam" section. You will also find there a related datafile, for one of the problems.- Please read the instructions carefully before starting the exam.
- Print the exam, and write down the answers in the space provided. If you don't have access to a printer, you can pick up a hardcopy in my office, 32D-726.
- The exam is due tomorrow Thursday 5/14, at the beginning of the lecture (10 AM).
- Before handing in the exam, please print and attach your plots/printouts.
- If the statement of a problem is unclear, please think about it carefully. If you are still confused, please email us (hfawzi@mit.edu and parrilo@mit.edu) for clarifications.
Good luck!
Announced on 13 May 2015 9:57 a.m. by Pablo A Parrilo
Clarification 2 concerning P4 HW5
Hi all,To add to my previous comment about P4 of Hw5 you can assume that the X_i are compact (not just closed) so that you can apply Danskin's theorem.
Best,
Hamza.
Announced on 09 May 2015 5:28 p.m. by Hamza Fawzi
Office hours Monday + clarification P4 of HW5
Hi all,1) I will be holding office hours on Monday 5/11 at 3pm in 32D-707. Please pass by if you have any questions about the homework or about the material in general.
2) To clarify P4 of HW5 (exercise 6.1.3 in the book), the problem just asks to show that the function g_i is differentiable using the assumption that f_i is strictly convex. You do not need to show that the dual function has the form sum_i g_i(x_i) as this was already done in Section 5.4.1. Also you do not need to show that g_i is real-valued (i.e., it does not take value +infty) since this is actually not always true (this seems to be a mistake in the exercise and the assumptions that f_i strictly convex and f_i(x)->+infty when |x|->infty are not enough to guarantee that g_i is real-valued).
Best,
Hamza.
Announced on 09 May 2015 4:25 p.m. by Hamza Fawzi
Recitation tomorrow
Hi all,For the recitation tomorrow we will review material for the
final and we will go through some problems of the practice
exams.
See you tomorrow at the usual time and place!
Best,
Hamza.
Announced on 07 May 2015 8:41 p.m. by Hamza Fawzi
