IEOR 160: Nonlinear and Discrete Optimization

Instructor: Javad Lavaei
Time: Mondays and Wednesdays, 12-1pm
Location: 106 Stanley
TA: Jihun Kim (jihun.kim AT berkeley.edu)
Graders: Jessica Zhao (jessica.zhao AT berkeley.edu) and Faye Fang (ce_fang AT berkeley.edu)
Instructor's office hours: Wednesdays, 10-11am
TA's office hours: Fridays, 1:00-2:30pm
Grading Policy:

  • 20% homework

  • 30% midterm exam (March 20th)

  • 50% final exam

Description

Syllabus:

  • Optimality conditions

  • Local and global optimality

  • Convex optimization

  • Numerical algorithms

  • Duality

  • Convex relaxations

  • Integer programming

  • Applications in artificial intelligence

Textbook

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

Homework

Homework 1

Homework 2

Homework 3

Homework 4

Homework 5

Homework 6 (due April 12 at 5pm)

Homework 7 (due April 22 at 5pm)

Homework 8 (due April 30 at 5pm)