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