OR/MA/ST706 Nonlinear Programming

OR/MA/ST 706: Nonlinear Programming

Syllabus References Teaching

Lecture Notes

Lecture 0  |   Lecture 1 |   Lecture 2

Lecture 3  |   Lecture 4 |   Lecture 5

Lecture 6  |  Lecture 7 |  Lecture 8

Lecture 9 |  Lecture 10 |   Lecture 11

Solution Method 1   |   Solution Method 2   |   Solution Method 3

Supplemental Material

• 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

Assignment #1 (Due )    |  Assignment #2 (Due )

Assignment #3 (Due )   |  Assignment #4 (Due )

Assignment #5 (Due )   Textbook scan

Assignment #6 (Due )   |  Assignment #7 (Due ) 

Assignment #8 (Due )   

Project

• Project I: Supplemental Slides
  • Problem release: TBA
  • Due: TBA
• Project II: Supplemental Slides
  • Problem release: TBA
  • Due: TBA

 

Exam

Course Grade