OR/MA/ST706 Nonlinear Programming

OR/MA/ST 706: Nonlinear Programming

Syllabus References

Lecture Notes

Lecture 1  |   Lecture 2 |   Lecture 3

Lecture 4  |   Lecture 5 |   Lecture 6

Lecture 7  |  Lecture 8 |    Lecture 9

Lecture 10 |  Lecture 11 |   Lecture 12

Solution Method 1   |   Solution Method 2   |   Solution Method 3

Supplemental Material

  • Conjugate Transformation
  • Legendre Fenchel Transformation
  • Subgradients – L.Vandenberghe
  • or706_GP
  • or706_KLP
  • or706_LP
  • or706_Log-exp
  • 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
  • Introduction to Semidefinite Programming
  • On Constraint Qualifications
  • MATLAB Lecture Note
  • Matlab Demo Code
  • Cubic L1 Splines
  • Active Set Attachment

Homework

Assignment #1   |   Assignment #2   |  Assignment #3  |  Assignment #4

Assignment #5   |   Assignment #6   |   Assignment #7  hw7_Attachment  Entropy Example

Assignment #8   |   Assignment #9  Problems   Supplement   Last problem

Project

Post:

Project assignment SOCP Applications SDP_Applications

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Exams

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Second Exam:

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Course Grade