IEOR 160: Nonlinear and Discrete Optimization

Instructor: Javad Lavaei
Time: Mondays and Wednesdays, 2-3 pm
Location: 101 Moffitt Library
TAs: Han Feng (han_feng AT berkeley.edu) and Igor Molybog (igormolybog AT gmail.com)
Grader: James LI (jli1009 AT berkeley.edu )
Grading Policy (excluding any curving formula):

• 15% homework

• 15% first midterm exam (October 3rd)

• 15% second midterm exam (November 7th)

• 55% final exam

Description

Syllabus:

• Local and global optimality

• Optimality conditions

• Numerical algorithms

• Convex optimization

• Duality

• Convex relaxation

• Integer programming

• Branch and bound method

• Cutting plane method

• Applications

Textbook:

• “Introduction to Nonlinear Optimization: Theory, Algorithms, and Applications with MATLAB” by Amir Beck, SIAM, 2014 (click here for online version)

Lecture Notes

Please visit this page: Lecture notes.

Homework

Homework 1

Homework 2

Homework 3-4 (project)

Homework 5

Homework 6

Homework 7

Homework 8 (due on November 29 at 5pm)