IEOR 160: Nonlinear and Discrete Optimization

Instructor: Javad Lavaei
Time: Mondays and Wednesdays, 9-10 am
Location: 106 Stanley
TAs: Salar Fattahi (fattahi AT and Ying Cao (ycao AT
Grader: Min Zhao (vivianmzhao AT
Instructor’s Office Hours: Mondays, 10-11:30 am (4121 Etcheverry)
TAs’ Office Hours: Thursdays, 3:30-6:30 pm (1173 Etcheverry)
Grading Policy:

  • 15% homework

  • 15% first midterm exam (October 19th)

  • 15% second midterm exam (November 16th)

  • 55% final exam (date: TBD)



  • Local and global optimality

  • Optimality conditions

  • Numerical algorithms

  • Convex optimization

  • Duality

  • Convex relaxation

  • Integer programming

  • Branch and bound method

  • Cutting plane method


  • Linear and Nonlinear Optimization“ by Igor Griva, Stephen G. Nash, Ariela Sofer, SIAM, second edition, 2009 (main textbook).

  • Introduction to Mathematical Programming: Volume One“ by Wayne L. Winston and Munirpallam Venkataramanan, fourth edition (optional).

Lecture Notes

Please visit this page: Lecture notes.