Nonlinear Programming (IE 509)

2022 Fall
Faculty of Engineering and Natural Sciences
Industrial Engineering(IE)
3
10.00
Burak Kocuk burakkocuk@sabanciuniv.edu,
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English
Doctoral, Master
--
Formal lecture
Interactive
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CONTENT

Review on linear algebra and analysis, convex sets and functions, quadratic programming, descent algorithm, line search, conjugate directions, Newton's method, optimization of nondifferentiable functions, necessary and sufficient conditions for constrained optimization problems, duality theory, penalty and barrier methods, Kuhn-Tucker methods, introduction to semi-infinite and semidefinite optimization, applications.

ASSESSMENT METHODS and CRITERIA

  Percentage (%)
Final 40
Midterm 30
Homework 30

RECOMENDED or REQUIRED READINGS

Readings

Optimization III, A. Nemirovski (Lecture Notes) http://www.isye.gatech.edu/~nemirovs/.
Lectures on Modern Convex Optimization, A. Ben-Tal and A. Nemirovski (SIAM).
Convex Optimization, S. Boyd and L. Vandenberghe (Cambridge University Press).
Numerical Optimization, J. Nocedal and S. Wright (Springer Press).