IEOR 160: Nonlinear and Discrete Optimization

Instructor: Javad Lavaei
Time: Mondays and Wednesdays, 11am-noon
Location: 141 McCone
TA: Donghao Ying (donghaoy AT berkeley.edu)
Readers: Vardaan Tekriwal (vtekriwal AT berkeley.edu) and Elena Zhang (enbeizhang AT berkeley.edu)
Instructor's office hours: Tuesdays 9:30-10:30am
TA's office hours: Fridays 10-11am
Grading Policy (excluding any curving formula):

  • 20% homework

  • 30% midterm exam (October 16th)

  • 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