MATH 484 - Nonlinear Programming

Office hours: 12:00 - 12:50 PM MWF + by appointment at any other time

Info from department
Plan from department
Lecture announcement
Lecture log (includes programs from lectures)
Emergency recommendations I Emergency recommendations II

Homeworks

• HW #1 due to Sep 4, 11 am
• HW #2 due to Sep 11, 11 am
• HW #3 due to Sep 18, 11 am (minor update)
• HW #4 due to Sep 25, 11 am
• HW #5 due to Oct 2, 11 am
• HW #6 due to Oct 9, 11 am (minor update)
• HW #7 due to Oct 16, 11 am
• HW #8 due to Oct 23, 11 am Got 0 points? Fix your work bring for reevaluation.
• HW #9 due to Oct 30, 11 am
• HW #10 due to Nov 13, 11 am
• HW #11 due to Nov 20, 11 am (minor update)
• HW #12 due to Dec 2, 11 am (MONDAY!)

Exams

• Midterm 1
• List of definitions and theorems for the exam
• Thursday, September 26, 2013 - 6-9 pm, 145 Altgeld Hall
• Review session Tuesday September 24 - 5-6 pm 143 Altgeld Hall
• covers chapters 1.*,2.1,2.2,2.3,2.4
• Midterm 2
• List of definitions and theorems for the exam
• Thursday, October 31, 2013 6-9 pm, 145 Altgeld Hall
• Review session Tuesday October 28, 5-6 pm 143 Altgeld Hall
• covers chapters 2.5,5.1,5.2,5.3
• Midterm 3
• List of definitions and theorems for the exam
• Thursday, December 5, 2013 6-9 pm, 145 Altgeld Hall
• Review session Tuesday December 3, 5-6 pm 143 Altgeld Hall
• covers chapters 5.4,6.1,6.2,6.3,3.1,3.2,3.3,3.4,3.5
• Final Exam
• Friday, December 20, 2013 - 8-11 am 345 Altgeld Hall
• List of definitions and theorems for the exam
• one page of HANDWRITTEN notes will be allowed (single sided)
• Semidefinite programming notes - only first 12 pages
• Interior point methods
• Farkas Lemma

No class

• There will be 3 classes dropped because of the evening exams.
• Nov 22
• Dec 4
• Dec 6

Announcements

• Homework results will be available on the department webpage under Courses and Score reports.
• In case that your score on your work and in the system do not match, please let me know so I can correct the mistake.
• Some notes about semidefinite programming
• Link to a book for SDP Only for interested students! No need for the exam. The book is in the library.
• Link to a book for Interior point method Only for interested students! No need for the exam. PDF is online.
• We will discuss the 4 credit option for graduate students taking the class during the first lecture.
• the lowest HW score will be dropped

Books

• Nonlinear optimization - our main book that we used for nearly the whole semester
• Semidefinite programming and Approximation algorithms - in electronic form in the library. Used for the part about semidefinite programming.
• Convex optimization - we used for the interior point method - very last chapter. Available as PDF online.

Bonus rules

• No laptops for updating Facebook status during the class.
• You are more than welcome to use computer tools for verifying your homework. However, such solutions will not be accepted unless explicitly stated. (Of course, if you need to invert a big matrix in your HW as a step in your solution, using a calculator is fine if you wish. But if you are asked to invert a matrix, then using calculator is not OK.)

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