OR/MA/ST706 Nonlinear Programming

OR/MA/ST 706: Nonlinear Programming

Syllabus References
 

Lecture Notes

Lecture 0 |  Lecture 1 |  Lecture 2

Lecture 3 |  Lecture 4 |  Lecture 5

Lecture 6 |  Lecture 7 |  Lecture 8

Lecture 9

Supplemental Materials

  • Conjugate Transformation
  • Legendre Fenchel Transformation
  • Subgradients – L.Vandenberghe
  • Relationships of duality
  • or706_GP
  • or706_KLP
  • or706_LP
  • or706_Log-exp
  • Soft Quadratic Surface Support Vector Machine
  • Double Well Potential Support Vector Machine
  • SOC Applications of SOCP
  • SOC programming
  • Semidefinite Programming
  • Applications of Semidefinite Programming
  • SDP Applications
  • The MATLAB Notebook
  •  Linear Conic Programming: LCoP_I ; LCop_VII ; LCop_V
  • On Constraint Qualifications
  • Matlab Demo Code
  • Cubic L1 Splines
  • Active Set Attachment

Homework Assignments

Assignment #1 (Due 03:00 P.M. 09/05/2024) 

Assignment #2 (Due 03:00 P.M. 09/24/2024)

Assignment #3 (Due 03:00 P.M. 10/01/2024) 

Assignment #4 (Due 03:00 P.M. 10/31/2024)

Assignment #5 (Due 03:00 P.M. 11/07/2024)

Assignment #6 (Due 12:00 P.M. 11/27/2024) 

Hand-on Exercises

  • Exercise I: 
    • Exercise description
    • Dataset
    • Due: 03:00 P.M. 10/31/2024
  • Exercise II: 
    • Exercise description
    • Dataset
    • Due: 12:00 P.M. 12/03/2024

 

Exams

  • Exam I: 
    • Date: Oct 08th, 2024
    • Room: 4141 Fitts-Woolard Hall
    • Time: 01:30 pm – 02:45 pm

  • Exam II: 
    • Date: Nov 26th, 2024
    • Room: 4141 Fitts-Woolard Hall
    • Time: 01:30 pm – 03:45 pm

 

Course Grades