IEOR 160: Nonlinear and Discrete Optimization

Instructor: Javad Lavaei
Time: Mondays and Wednesdays, 2-3 pm
Location: Online
TAs: Julie Mulvaney-Kemp (julie_mulvaney-kemp AT berkeley.edu) and Brendon Anderson (bganderson AT berkeley.edu)
Grader: Ryan Scholes (ryanscholes AT berkeley.edu)
TAs’ office hours: Tuesdays 5-6pm and Fridays 3-4pm
Grading Policy (excluding any curving formula):

• 15% homework

• 25% midterm exam (October 21st)

• 60% final exam

Description

Syllabus:

• Optimality conditions

• Local and global optimality

• Convex optimization

• Numerical algorithms

• Duality

• Convex relaxations

• Integer programming

Textbook

• “The Mathematics of Nonlinear Programming” by Anthony L. Peressini, Francis E. Sullivan, and J.J. Jr. Uhl.

• Please visit this page: Lecture notes.

Homework

Homework 1

Homework 2

Homework 3

Homework 4

Homework 5

Homework 6

Homework 7 (due on November 30 at 5pm)

Homework 8 (due on December 11 at 5pm)