HANDOUT for

Nonlinear Programming - C&O 367
Winter 2001

This course provides an introductory treatment of topics in Nonlinear Programming. This includes a hands-on approach with exposure to existing software packages.

Contents

Conduct of Course

  • Instructor:
  • Teaching Assistant:
  • Office Hours:
  • Lectures:
  • Text:

  • Home Page, C&O 367, http://orion.math.uwaterloo.ca/~hwolkowi/henry/teaching/w01/367.w01/readme.html
  • Term Work:
  • Midterm Exam:
  • Final Exam:
  • Marking Scheme:

    COURSE TOPICS OUTLINE - C &O 367
    (with HOMEWORK LIST)

    Lectures start Thursday Jan 4 and end Thursday Mar 29/ 2001.
    1. Optimality Criteria; Quadratic Functions
      • HOMEWORK:
        • Homework #1 due: Thursday January 18. (homework ps file)
        • Reading: Text Chapter 1. (finish the chapter, 1.3,1.4,1.5)
        • References (FYI):
          • Eigenvalue Show, this is the ftp directory for matlab files. At the bottow there is access to a file called - eigshow.m. This file provides an eigenvalue show that is both entertaining and informative.
          • Interior-Point Methods, information, movies, ... at Argonne.
    2. Convex Sets and Functions
    3. Convex Sets and Functions continued...
      • HOMEWORK:
        • Homework #3 due: Feb. 1 (at start of class)
          • Pg 77-80, Problems: 1. b); 2. d); 11.; 15. (Note: x,y,z positive is needed in 15 e)
        • Reading: Text Chapter 2. (finish chapter, 2.3,2.4,2.5)
    4. Iterative Methods for Unconstrained Optimization
    5. Iterative Methods for Unconstrained Optimization continued...
      • HOMEWORK:
        • Homework #5 due: Feb. 15, 2001 (at start of class)
          • Pg 130, problems: 11,16, and Pg 153, problems 2,3
        • Reading: Text Chapter 4., section 1 only.
    6. Convex Programming and the KKT Conditions
      • HOMEWORK:
        • Homework #6 due: Mar. 1, 2001 (at start of class)
          • Pg 212, problems: 1,2,3
        • Reading: Text Chapter 5. (section, 1)
    7. Convex Programming and the Karush-Kuhn-Tucker Conditions cont...
      • HOMEWORK:
        • Homework #7 due: Mar. 8, 2001
          • Pg 212-213 Problems 4,5, Pg 214 Problem 13
        • Reading: Text Chapter 5. (chapter, 5.1,5.2)
    8. Convex Programming and the KKTConditions continued... and Penalty Functions
      • HOMEWORK:
        • Homework #8 due: Mar. 20, 2001 (at start of class)
          • Pg 214 Problems 11,14 and Pg 235-236 Problems 1,2
        • Reading: Text Chapters 5,6. (sections, 5.4,6.1,6.2 )
    9. Penalty Methods and Lagrange Multipliers
      • HOMEWORK:
        • Homework #9 due: Mar. 29, 2001
          The assignment is OPTIONAL. But, we will go over it in class on Thursday.
          Similar questions may appear on the final exam.
          • Pg 236 Problems 3,4,9,10, and Pg 267 Problems 2,3,4,5,7
        • Reading: Text Chapter 6, Chapter 7, Sections 7.1,7.2.

    Mail to: hwolkowi@orion.math.uwaterloo.ca
    (C) Copyright Henry Wolkowicz, 1991.
    , by Henry Wolkowicz