IEOR 160: Nonlinear and Discrete Optimization

Instructor: Javad Lavaei
Time: Mondays and Wednesdays, 9-10 am
Location: 106 Stanley
TAs: Salar Fattahi (fattahi AT berkeley.edu) and Ying Cao (ycao AT berkeley.edu)
Grader: Min Zhao (vivianmzhao AT berkeley.edu)
Instructor’s Office Hours: Mondays, 10-11:30 am (4121 Etcheverry)
TAs’ Office Hours: Thursdays, 3:30-6:30 pm (1173 Etcheverry)
Grading Policy:

• 15% homework

• 15% first midterm exam (October 19th)

• 15% second midterm exam (November 16th)

• 55% final exam (date: TBD)

Description

Syllabus:

• Local and global optimality

• Optimality conditions

• Numerical algorithms

• Convex optimization

• Duality

• Convex relaxation

• Integer programming

• Branch and bound method

• Cutting plane method

Textbooks:

• “Linear and Nonlinear Optimization“ by Igor Griva, Stephen G. Nash, Ariela Sofer, SIAM, second edition, 2009 (main textbook).

• “Introduction to Mathematical Programming: Volume One“ by Wayne L. Winston and Munirpallam Venkataramanan, fourth edition (optional).

Lecture Notes

Please visit this page: Lecture notes.

Homework

• Homework 1

• Homework 2

• Homework 3

• Homework 4-5

• Homework 6

• Homework 7

• Homework 8 (due on November 29 at 5pm)

• Homework 9 (due on December 6 at 5pm)