CS 730: Nonlinear Optimization II - Spring 2008 (Also IE, Stat, Math)
Lecture: 8:50 - 9:40 MWF, 1207 CS&S
Start at 8:40 until further notice
Mailing list: firstname.lastname@example.org
Course URL: http://www.cs.wisc.edu/~cs730-1
Office: 4381 CS&S
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
Office: 5388 CS&S
Office Hours: 1:00 - 2:00 Mondays, 1:00-2:00 Thursdays
(OH cancelled Feb 18, 21, rearranged Feb 13 1-2, Feb 25 1-2)
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 first-order optimality conditions.
- Second-order optimality conditions.
- Nonlinear programming algorithms:
- Merit functions and filters;
- interior-point, augmented Lagrangian, and sequential quadratic programming algorithms.
- 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 (15--19) 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, Springer-Verlag, New York,
2006 (2nd edition).
Assignments and examinations
- Nonlinear Programming, 2nd Edition, Dimitri Bertsekas,
Athena Scientific, Belmont, MA 1999.
- Practical Methods of Optimization, 2nd Edition, R. Fletcher,
- Practical Optimization, P. Gill, W. Murray and M. Wright,
Academic Press, 1981.
- 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
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This page was updated February 1, 2008.