15.084J / 6.252J Nonlinear Programming

Spring 2004

A bowl-shaped function plotted as a three-dimentional graph.
A convex function to be optimized. (Graph courtesy of Prof. Robert Freund.)

Course Highlights

Nonlinear Programming features videos of three key lectures in their entirety. A set of comprehensive lecture notes are also available, which explains concepts with the help of equations and sample exercises.

Course Description

This course introduces students to the fundamentals of nonlinear optimization theory and methods. Topics include unconstrained and constrained optimization, linear and quadratic programming, Lagrange and conic duality theory, interior-point algorithms and theory, Lagrangian relaxation, generalized programming, and semi-definite programming. Algorithmic methods used in the class include steepest descent, Newton's method, conditional gradient and subgradient optimization, interior-point methods and penalty and barrier methods.

Special Features

Technical Requirements

RealOne™ Player software is required to run the .rm files found on this course site.

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Staff

Instructor:
Prof. Robert Freund

Course Meeting Times

Lectures:
Two sessions / week
1.5 hours / session

Recitations:
One session / week
1 hour / session

Level

Graduate