IEOR 160: Nonlinear and Discrete Optimization

Instructor: Javad Lavaei
Time: Mondays-Wednesdays 11am-noon
Location: 277 Cory
TA: Yatong Bai (yatong_bai AT berkeley.edu)
Grader: Jose Santos (jafs AT berkeley.edu)
Instructor's office hours: Mondays 9:45-10:45am
TAs’ office hours: Fridays 1-2:30pm
Grading Policy (excluding any curving formula):

  • 20% homework

  • 30% midterm exam (October 18th)

  • 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

Homework 7 (due November 21 at 5pm)

Homework 8 (due December 5 at 5pm)