CO367/CM442 Winter 2009

Nonlinear Optimization ( Course Information/Syllabus, and Course Summary)
Instructor: Henry Wolkowicz (MC6065,x35589)

  • Time: 1:30-2:20 MWF
  • Location: DC 1350
  • TA: Nathan Krislock, MC 5043, x33922.
  • Office Hours: Henry: By appointment during exam period. (I am away Apri 6-7.)
    and Nathan: Tues. 2-3PM. ( or by appointment)


  • Text: The Mathematics of Nonlinear Programming, by Perressini, Sullivin, Uhl, (New York, Springer-Verlag, c1988) ( , typos/comments! )
  • Midterm: Feb 25/09, Wednesday, 6-8PM, MC 4058 (covers material up to Lecture 17; and solns)
  • Final: Apr 15/09, Wednesday, 9-11:30AM, Pac 10
  • Marking Scheme: HW 40%; Midterm 20%; Final 40% ( latest marks)
  • Lectures outlines/supplementary material

    HOMEWORK, HW1, HW2, HW3, HW4, HW5,

    1. Homework #1 (Introduction to MATLAB and NEOS and a Revision) (homework pdf file and solutions pdf file)

      was due by start of class, Wed. Jan 14, 1:30PM.
    2. Homework #2 (Optimality and Convexity ( video lecture))
      homework pdf file, due by start of class, Wed. Jan 28, 1:30PM. and solutions pdf file
      • Reading: text complete Chapter 1 and from Chapter 2, sections~2.1,2.3,2.4,2.5.
      • References (FYI):
    3. Homework #3 (Convexity and Iterative Methods for Unconstrained Minimization) ( homework pdf file and solutions
    4. Homework #4 (Optimality Conditions ) due by Wed. Mar 11, by 1:30PM. Chapter 5 in the text:
      Page 212-214, Problems 2,4,5,13,14.
      In addition, formulate and proof a modified form of Farkas Lemma (Problem 4) using the system:
      b'y >=0 whenever all these 3 conditions hold:
      (Ay >=0 and By <=0 and Cy =0)
      solutions
    5. Homework #5 (Optimality Conditions ) ( homework pdf file)
      due Wed. Apr 1, by 1:30PM. ( solutions pdf file)




  • Last Modified:  Friday 10 April 2009