ENCE 724 / BMGT 832 Nonlinear Programming
Approximate Schedule and Homeworks
Class text (BSS): "Nonlinear Programming Theory and Algorithms," Bazaraa, Sherali, Shetty
Optional text (NS): "Linear and Nonlinear Programming," Nash and Sofer
(Important: Read appropriate parts of chapter, entire chapters not always covered)
| Week | Date | Subject | Homeworks |
1 |
Jan 30 | Problem Classification, examples (BSS: Chapter 1; NS: Chapter 1) |
HW#1 due Feb 13 |
2 |
Feb 6 | Definitions of optimality, convexity, optimality conditions for unconstrained problems (BSS: Chapters 2, 3, 4;NS: Chapter 2, 10) |
|
3 |
Feb 13 | Set of feasible directions, tangent cone, inner product cone, Moreau's Decomposition Theorem, Minimum Distance Theorem (BSS: Chapter 5), GAMS programming language (intro for NLP) |
HW#2 due Feb 27 |
4 |
Feb 20 | Optimality conditions for constrained problems KKT conditions (geometric + algebraic results) (BSS: Chapter 4; NS: Chapter 14) |
|
5 |
Feb 27 | Project Proposals due at start of class Motivation for the Karush-Kuhn-Tucker (KKT) conditions (BSS: Chapter 4; NS: Chapter 14) |
HW#3 due March 7 |
6 |
Mar 6 | KKT conditions (geometric + algebraic results) (BSS: Chapter 4; NS: Chapter 14) |
|
7 |
Mar 13 | KKT conditions and generalized convexity, constraint qualifications, second order KKT conditions (BSS: Chapters 4-5; NS: Chapter 14) |
|
8 |
Mar 20 | SPRING BREAK, NO CLASS | |
9 |
Mar 27 | In-Class, Exam #1 | HW#4 due April 10 |
10 |
Apr 3 | Duality theory for nonlinear programs (BSS: Chapter 6; NS: Chapter 14, Section 8) |
|
11 |
Apr 10 | -Algorithms for unconstrained optimization (steepest descent, Newton's method, Quasi-Newton methods) (BSS: Chapter 8; NS: Chapter 11), Decomposition -Algorithms for constrained optimization (book by Conejo et al.) |
HW#5 due April 13 |
12 |
Apr 17 | Decomposition Algorithms for constrained optimization (book by Conejo et al.) | |
13 |
Apr 24 | -Feasible Direction Methods for constrained optimization (BSS: Chapter 10; NS: Chapter 15) -Penalty Methods for constrained optimization (BSS: Chapters 9, 10; NS: Chapter 16) |
HW#6 due May 8 |
14 |
May 1 | -Feasible Direction Methods for constrained optimization (BSS: Chapter 10; NS: Chapter 15) -Penalty Methods for constrained optimization (BSS: Chapters 9, 10; NS: Chapter 16) |
|
15 |
May 8 | Student Presentations (as indicated) & Final Reports Due Date of Final Exam |
|
16 |
In-Class, Exam #2 (scheduled by the registrar during finals week) |
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