MATH 484 - Nonlinear Programming

Office hours: 11:00 - 11:50 PM MWF + by appointment at any other time

Info from department
Plan from department
Lecture announcement
Lecture log

Homeworks

• HW #1 due to Sep 5, 10 am
• HW #2 due to Sep 12, 10 am
• HW #3 due to Sep 19, 10 am
• HW #4 due to Sep 26, 10 am
• HW #5 due to Oct 10, 10 am
• HW #6 due to Oct 17, 10 am
• HW #7 due to Oct 24, 10 am
• HW #8 due to Oct 31, 10 am
• HW #9 due to Nov 14, 10 am
• HW #10 due to Dec 5, 10 am

Exams

• Midterm 1
• Thursday, September 27, 2012 - 6-8 pm 170 Everitt Lab
• Covering chapters 1 and 2
• Review session Tuesday September 25 5-6 pm 241 Altgeld Hall
• List of definitions and theorems
• Scores are under department grading system. C13 90 points, C14 100 points.
• Midterm 2
• Thursday, November 1, 2012 6-8 pm 143 Altgeld Hall
• Review session Tuesday October 30 5-6 pm 143 Altgeld Hall
• Covering chapters 4 and 5 up to 5.3
• List of definitions and theorems
• Midterm 3
• Thursday, December 6, 2012 6-8 pm 143 Altgeld Hall
• Review session Tuesday December 4 5-6 pm 143 Altgeld Hall
• Covering chapters 5.4, chapter 6, chapter 3
• List of definitions and theorems
• Final Exam
• Monday, December 17, 2012 - 8-11 am 443 Altgeld Hall
• Study material for semidefinite programming
• Study material for interior point method
• List of definitions and theorems (Includes SDP and IPM)
• There will be no computational questions about semidefinite programming or interior point methods. However, I could ask you to construct a semidefinite program or to rewrite a program to a form that fits interior point methods.

No class

• Dec 12, Nov 30, Nov 16

Announcements

• Homework results are 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.
• 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 used Chapter 11.

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.)

Others