IEOR 160: Nonlinear and Discrete Optimization

Instructor: Javad Lavaei
Time: Mondays and Wednesdays, 2-3 pm
Location: 141 McCone
TAs: Yuhao Ding (yuhao_ding AT berkeley.edu) and Ruojie Zeng (rzeng5 AT berkeley.edu)
Grader: Helen Fu (helenfu AT berkeley.edu )
Grading Policy (excluding any curving formula):

• 15% homework

• 25% midterm exam (October 23rd)

• 60% final exam

Description

Syllabus:

• Optimality conditions

• Local and global optimality

• Convex optimization

• Numerical algorithms

• Duality

• Convex relaxations

• Integer programming

Lecture Notes

Please visit this page: Lecture notes.

Supplementary material:

• “Optimization Models” by Giuseppe Calafiore and Laurent El Ghaoui, Cambridge University Press, 2014.

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

Homework

Homework 1

Homework 2

Homework 3

Project: Homework 4-5

Homework 6

Homework 7

Homework 8

Homework 9 (due on December 5 at 5pm)