Quick jump links:
Announcements Office Hours
Handouts etc. Handouts (most recent class)
Jonathan Eckstein's Nonlinear Optimization Course 16:711:550
Announcements (As of
May 15, 2013 09:59 AM)
- The course has now concluded. Final exam grades and course letter
grades are now posted on Sakai.
- There are no further office hours; please make an appointment by e-mail
if you need to see me.
- Each MATLAB code zip file is intended to contain a full self-contained
set of working modules, including possibly updated versions of all modules
distributed earlier. Unpack each zip file into a clean directory and
do not mix older and newer versions.
Usual Office Hour Schedule
My office for meeting graduate students is in the RUTCOR building, room 155.
Office hours: are
- Tuesdays 2:30-4:00pm, January 29 - April 30
- Planned cancelations: March 19 (Spring
break), April 16 (prior commitment)
- Additional times by appointment; contact me by e-mail for an appointment.
Check the announcements section above for office hour
changes, extensions, additions, and cancelations.
Handouts, Class Materials, and Assignments
- Wednesday, January 23. Introduction, convex sets and
functions, local and global optimality
- Wednesday, January 30: Differential behavior of
unconstrained necessary and sufficient optimality conditions, line search methods
- Wednesday, February 6: More line search methods,
rates of convergence
- Wednesday, February 13: Newton methods
- Wednesday, February 20: Conjugate and spectral
- Wednesday, February 27: Pattern search methods, conic
approach local optimality under constraints
- Wednesday, March 6: Tangent cones of constraint
systems, metric regularity, and Robinson's condition
- Wednesday, March 13: Constraint qualifications,
March 20: No class, spring break
- Wednesday, March 27: Lagrange multipliers with side
constraints, analytical applications of Lagrange multipliers
- Wednesday, April 3: Lagrangian duality
- Wednesday, April 10: Finish Lagrangian duality,
whirlwind overview of constrained optimization methods
- Wednesday, April 17: Barrier / interior point methods
(guest lecture by Prof. Alizadeh)
- Wednesday, April 24: More barrier methods, start
penalty and augmented Lagrangian methods
code as of April 24 -- contains Newton barrier method
code as of April 25 -- minor update to April 24 code to make maximum
stepsize in the line search match the formula on the board.
Convergence now appears superlinear instead of the fast linear
convergence we observed in class.
- Wednesday, May 1: Finish augmented Lagrangian methods
Unless otherwise noted, all solutions are in PDF format, viewable with Adobe Reader.
All these links connect to Sakai and will
require a Rutgers NetID login.