IEOR 160: Nonlinear and Discrete Optimization

Instructor: Javad Lavaei
Time: Tuesdays and Thursdays, 2-3pm
Location: 106 Stanley
TAs: Brendon Anderson (bganderson AT berkeley.edu) and SangWoo Park (spark111 AT berkeley.edu)
Grader: Natalie Andersson (natalieandersson AT berkeley.edu)
Instructor's office hours: Mondays, 11am-12pm
TAs’ office hours: Wednesdays 10-11am and Thursdays 4-5pm
Grading Policy (excluding any curving formula):

• 20% homework

• 30% midterm exam (October 26th)

• 50% 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.

Homework

Homework 1

Homework 2

Homework 3

Homework 4

Homework 5

Homework 6

Homework 7 (due on November 24 at 5pm)

Homework 8 (due on December 7 at 5pm)