CS 726 (Also IE 726, Math 726, Stat 726)
Nonlinear Programming Theory & Applications
Fall 1996
Schedule
Lecture: 8:50 - 9:40 MWF, 1257 CS&S
Course E-mail: cs726-1list@cs.wisc.edu
Course URL: http://www.cs.wisc.edu/~cs726-1/
Office: 6391 CS&S
Telephone: 262-4281
E-mail: ferris@cs.wisc.edu
Office Hours: 10:00 - 11:00 Monday, Tuesday and Wednesday
Teaching Assistant: Yuh-Jye Lee
Office: 1307 CS&S
Telephone: 262-6602
E-mail: yuh-jye@cs.wisc.edu
Office Hours: 12:00 - 1:00 Wednesday, 2:00 - 4:00 Thursday
Class Text:
Nonlinear Programming , Olvi L. Mangasarian, SIAM Publishers,
Philadelphia 1994.
Other Useful Texts:
Nonlinear Programming Theory and Algorithms , M. S. Bazaraa, H. D. Sherali and C. M. Shetty,
Second Edition, Wiley, New York 1993.
Nonlinear Programming , D. Bertsekas, Athena Scientific, 1996.
General Course Information
- Course Overview
- Introduction
- Linear Inequalities and Theorem of the Alternative
- Convex Sets in $R sup n$
- Convex and Concave Functions
- Saddlepoint Optimality Criteria without Differentiability
- Differentiable Convex and Concave Functions
- First Order Optimality Criteria with Differentiability
- Second Order Optimality Criteria with Differentiability
- Duality in Nonlinear Programming
- Generalizations of Convex Functions
- Other Optimality Conditions: Exact Penalty, Augmented Lagrangians,
Gradient Projection, etc.
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Books on Reserve at Kurt Wendt Library
Assignments and Grading
- Homework assignments: 35% of grade
1 assignment per week
- Midterm examination: (November 4, 8:50 - 9:40 AM) 25% of grade
- Final examination: 40% of grade
Homework Assignments
Mathematical Programming at UW
This page is updated periodically during the semester.