56:271

Nonlinear

Programming

Fall Semester 2003

The following syllabus is subject to change!

Week
#		 Date Lecture Topic Readings
1 26 August

Solving linear & nonlinear eqns, matrix factorizations; Taylor series; quadratic forms

 BSS: Appendix A
N&S: Appendix §A.1-A.6
2 2 September

Convexity of sets & functions; optimality

BSS: Appendix B
N&S: §A.7 & §2.1-4
3 9 September

one-dimensional search; unconstrained optimization algorithms

 BSS: chapter 8
N&S chapter 10 & §11.1-4
4 16 September

KKT optimality conditions & constraint qualifications

 BSS: chapter 4
N&S: §14.1-7
5 23 September

Lagrangian duality; quadratic programming; separable programming

BSS: chapter 6 & §11.2
N&S: §14.8 & §15.1-5
6 30 September

Methods of feasible directions: GRG, SLP, SQP, etc.

 BSS: chapter 10
N&S: §15.6
7 7 October

Review
8 14 October

Penalty & barrier functions; Sequential unconstrained optimization algorithm

  BSS: chapter 9
N&S: chapter 16

 9
  21 October Interior-point (path-following) methods 

BSS: §9.5
N&S: chapter 17
10 28 October

Miscellaneous applications
11 4 November

Arithmetic-Geometric Mean inequality, posynomials, & geometric programming

B&P: chapters 3&4
P&U:
12 11 November

Signomial geometric programming

  B&P: chapters 5&9
13 18 November

Global (nonconvex) optimization

  
14 2 December

Miscellaneous applications

  
14 9 December

Miscellaneous applications, review

  
15

Final exam

BSS = Bazaraa, Sherali, & Shetty
N&S= Nash & Sofer
B&P= Beightler & Phillips
P&U= Peressini & Uhl

to NLP home page.

http://asrl.ecn.uiowa.edu/dbricker/nlp_syllabus.html

dennis-bricker@uiowa.edu

Last modified: 26 August 2003