Textbook: D. Bertsekas. Nonlinear Programming, Athena Scientific, 2016.
Other References:
S. Boyd and L. Vandenberghe, Convex Optimization, Cambridge University Press, 2004.
D. Luenberger and Y. Ye. Linear and Nonlinear Programming, Springer, 2008.
Exams, homework, grading, etc.:
Note: Please submit your homework assignments on Gradescope. Scan your handwritten solutions into a pdf file to submit. At the time of submission, please do not forget to indicate which page(s) contain the answers to each of the questions. Submissions must be uploaded to Gradescope before the due date, 11:59 PM.
Note: Each student must submit their assignment as a ".ipynb" file as well as its ".pdf" version including the name and UIN of the student, the code, sufficient description about the solution (in jupyter notebook's "markdown" format), and the printed/plotted final results. Submissions must be uploaded to Gradescope before the due date, 11:59 PM.
Time | Topics | References | Homework |
Week 1: 8/22 - 8/26 |
|
Bertsekas Appendix A-B BV Appendix A
|
HW1 post date: 8/23 |
Week 2: 8/29-9/2 |
|
Bertsekas chapter 1 BV chapters 2-3 |
|
Week 3: 9/5-9/9 |
|
Bertsekas chapter 1 BV chapter 9 |
HW1 due date: 9/6 |
Week 4: 9/12-9/16 |
|
Bertsekas chapter 1 BV chapter 9 |
HW2 post date: 9/13 MP1 post date: 9/15 |
Week 5: 9/19-9/23 |
|
Bertsekas chapter 1 BV chapter 9 |
HW2 due date: 9/22 HW3 post date: 9/22 |
Week 6: 9/26-9/30 |
|
Bertsekas chapters 2-3 BV chapter 10 |
MP1 due date: 9/29 MP2 post date: 9/29 |
Week 7: 10/3-10/7 |
|
Bertsekas chapters 3-4 BV chapter 10 |
HW3 due date: 10/4 HW4 post date: 10/6 Midterm I: 10/6 in class |
Week 8: 10/10-10/14 |
|
Bertsekas chapters 3-4 BV chapter 11 |
MP2 due date: 10/13 MP3 post date: 10/13 |
Week 9: 10/17-10/21 |
|
Bertsekas chapters 3-4 |
HW4 due date: 10/20
|
Week 10: 10/24-10/28 |
|
Bertsekas chapters 3-5 BV chapter 11 |
MP3 due date: 10/27 MP4 post date: 10/27 |
Week 11: 10/31 - 11/4 |
|
Bertsekas chapter 3 |
HW5 post date: 11/1 |
Week 12: 11/7 - 11/11 |
|
Bertsekas chapter 4 |
MP4 due date: 11/10 |
Week 13: 11/14-11/18 |
|
Bertsekas chapter 6 |
HW5 due date: 11/15 HW6 post date: 11/15 Midterm II: 11/17 in class Final project topics finalized by 11/17 |
Week 14: 11/21-11/25 |
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Week 15: 11/28-12/2 |
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HW6 due date: 11/27 Final project presentations on 12/1 |
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Week 16: 12/5-12/9 |
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Final project presentations on 12/6 |