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Jonathan Eckstein's Nonlinear Optimization Course 16:711:550

 

Announcements (As of May 15, 2013 09:59 AM)

Usual Office Hour Schedule

My office for meeting graduate students is in the RUTCOR building, room 155.   Office hours: are 

Check the announcements section above for office hour changes, extensions, additions, and cancelations.
 

Handouts, Class Materials, and Assignments

  1. Wednesday, January 23.  Introduction, convex sets and functions, local and global optimality
  2. Wednesday, January 30:  Differential behavior of convex functions, unconstrained necessary and sufficient optimality conditions, line search methods
  3. Wednesday, February 6:  More line search methods, rates of convergence
  4. Wednesday, February 13:  Newton methods
  5. Wednesday, February 20:  Conjugate and spectral gradient methods
  6. Wednesday, February 27:  Pattern search methods, conic approach local optimality under constraints
  7. Wednesday, March 6:  Tangent cones of constraint systems, metric regularity, and Robinson's condition
  8. Wednesday, March 13:  Constraint qualifications, Lagrange multipliers
    Wednesday, March 20:  No class, spring break
  9. Wednesday, March 27:  Lagrange multipliers with side constraints, analytical applications of Lagrange multipliers
  10. Wednesday, April 3:  Lagrangian duality
  11. Wednesday, April 10:  Finish Lagrangian duality, whirlwind overview of constrained optimization methods
  12. Wednesday, April 17:  Barrier / interior point methods (guest lecture by Prof. Alizadeh)
  13. Wednesday, April 24:  More barrier methods, start penalty and augmented Lagrangian methods
  14. Wednesday, May 1:  Finish augmented Lagrangian methods

Homework/Exam Solutions

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.