CS 730: Nonlinear Optimization II  Spring 2008 (Also IE, Stat, Math)
Schedule
Lecture: 8:50  9:40 MWF, 1207 CS&S
Start at 8:40 until further notice
Mailing list: compsci7301s08@lists.wisc.edu
Course URL: http://www.cs.wisc.edu/~cs7301
Office: 4381 CS&S
Telephone: 2624281
Email: ferris@cs.wisc.edu
I will respond to the class mailing list, including
your original message in most cases.
Office Hours: 12:00  1:00 Tuesdays, 2:30  3:30 Wednesdays
Teaching Assistant:
Pat Pakpoom
Office: 5388 CS&S
Email: ppakpoom@wisc.edu
Office Hours: 1:00  2:00 Mondays, 1:002:00 Thursdays
(OH cancelled Feb 18, 21, rearranged Feb 13 12, Feb 25 12)
General Course Information (http://www.cs.wisc.edu/~ferris/cs730.html)
 Course Outline
 Theory and algorithms for nonlinearly constrained optimization.
 Relevant geometric concepts, including tangent and normal cones, theorems of the alternative, and separation results.
 Constraint qualifications.
 Geometric and algebraic expression of firstorder optimality conditions.
 Secondorder optimality conditions.
 Duality.
 Nonlinear programming algorithms:
 Merit functions and filters;
 interiorpoint, augmented Lagrangian, and sequential quadratic programming algorithms.
Required Text
 I will use a set of notes specially prepared for this course.
They will cover the first part of the Bertsekas book, and the last
few chapters (1519) of the Nocedal and Wright book. Neither book
is actually required, but one or other will undoubtedly be useful.
 Convex Analysis and Optimization, Dimitri Bertsekas
(with A. Nedic and A. Ozdaglar),
Athena Scientific, Belmont, MA 2003.
 Numerical Optimization, J. Nocedal and S.J. Wright,
Springer Series in Operations Research, SpringerVerlag, New York,
2006 (2nd edition).
Other References:
 Nonlinear Programming, 2nd Edition, Dimitri Bertsekas,
Athena Scientific, Belmont, MA 1999.
 Practical Methods of Optimization, 2nd Edition, R. Fletcher,
Wiley, 1987.
 Practical Optimization, P. Gill, W. Murray and M. Wright,
Academic Press, 1981.
Assignments and examinations
 1 Assignment per week approximately.
Homework due at beginning of class one week after assigned unless otherwise noted.

Examinations are closed book, with the exception that 1
handwritten sheet (standard size paper) can be brought in to the examination.
 Final Examination 
Thursday, May 15 at 2:45 pm  4:45 pm
in xxxx CS&S.
 No Midterm Examination
 Prereq: CS 726 or consent of instructor
Grading
GAMS Installation and Information
Handouts:
Programming Assignments and Homeworks
CS Department Computing Information
Miscellaneous
This page was updated February 1, 2008.
