IEOR 160: Nonlinear and Discrete Optimization

Professor Javad Lavaei, UC Berkeley

Instructor: Javad Lavaei
Time: Mondays and Wednesdays, 9-10 am
Location: 390 Hearst Mining
TAs: SangWoo Park (spark111 AT berkeley.edu) and Han Feng (han_feng AT berkeley.edu)
Grader: Grace Jiang (yiwen.jiang AT berkeley.edu)
Grading Policy:

15% homework
15% first midterm exam (October 23th)
15% second midterm exam (November 15th)
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

Textbooks:

“Linear and Nonlinear Optimization“ by Igor Griva, Stephen G. Nash, Ariela Sofer, SIAM, second edition, 2009 (optional).
“Introduction to Mathematical Programming: Volume One“ by Wayne L. Winston and Munirpallam Venkataramanan, fourth edition (optional).

Lecture Notes

Please visit this page: Lecture notes.

Homework

Homework 1

Homework 2

Homework 3

Homework 4-5 (project)

Homework 6

Homework 7

Homework 8 (due on November 21 at 5pm)

Homework 9 (due on December 5 at 5pm)