CS 730: Nonlinear Optimization II - Spring 2008 (Also IE, Stat, Math)

• 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

• Grades for the class will be available at Learn@UW. You will need to log-on, move to the course page, and use the "Grades" tab at the top of the page.
• Approximately: 70% Homework, 30% Final
• You may discuss the assignments with your classmates. However, you may not share any code, copy solution from another person, or carry out an assignment together. Discussion should only involve verbal communication. All assignments need to be written up entirely separately.

  Submitting someone else's work as your own is academic misconduct. Such cheating and plagiarism will be dealt with in accordance with University procedures (see the Academic Misconduct Guide for Students) .

GAMS Installation and Information

• GAMS on a PC: This can be downloaded from GAMS download. A license file for this course was emailed to the class list, and is also available at Learn@UW.
• GAMS on UNIX: To set up your login so that you have access to GAMS:

     > cat ~/.cshrc.local ~cs730-1/public/cshrc.local.add > newcshrc
     > mv newcshrc ~/.cshrc.local
     > source ~/.cshrc.local
  

  This alters your path and sets up the GAMS directory appropriate for linux machines. You must be added to the user list for GAMS as well. Students who are registered for the class should have this done automatically. If you have problems, notify via compsci730-1-s08@lists.wisc.edu
• A GAMS Tutorial (by Rick Rosenthal).
• Mosek (SOCP solver) manual
• GAMS - A User's Guide.

Handouts:

• Polyhedral Tangent Cones and Second Order Optimality class lecture.
• Convex Tangent Cones class lecture.
• Farkas theorem class lecture.
• Minkowski-Weyl additional result.
• Polar cones and regularity additional result.
• Extended Mathematical Programs class lecture.
• Lagrange Multipliers overview.

Programming Assignments and Homeworks

All assignments need to be written up entirely separately. You may discuss the problems informally with others in the class, but the discussions must not include GAMS code or explicit solutions to any of the problems.
• Most homeworks will be handed in either in hard copy or using the drop box facility of Learn@UW. The drop box menu is found in the top menu bar once you have logged into the system.
• Homework 1 (due February 1)
• Homework 2 (due February 15) . Note that an introduction to GAMS can be found in the tutorial that is provided as one of the handouts above. Extra information on SOCP can be found in the Mosek manual, also provided above. The complete version of the GAMS manual is also there, but that is really only for reference - too much information probably for this class. File mentioned in assignment: robustlp.gms
• Homework 3 (due February 27) .
• Homework 4 (due March 7) .
• Homework 5 (due March 26)
• Homework 6 (due April 4)
• Homework 8 (due April 25)
• Homework 9 (due May 2)
• Homework 10 (due May 9)

CS Department Computing Information

• Instructional Facilities
• Hours
• Locations
• CS 1000 contains unix startup information and is available online.

Miscellaneous

• Archive of Class Mailing List. You will need to enter your cs account login and password to access this archive.
• Computer Systems Laboratory FAQ
• Instructional Facilities
• Account Activation
• Instructional Account Policies
• Forwarding Email
• Optimization at the University of Wisconsin
• Courses related to 730
• Linear Programming FAQ
• NEOS Optimization Guide (Linear Programming)