IEOR 160: Nonlinear and Discrete Optimization

Instructor: Javad Lavaei
Time: Mondays and Wednesdays, 10-11am
Location: 105 - North Gate
TAs: Charlie Gulian (charlesgulian AT berkeley.edu) and Junyu Guo (junyuguo24 AT berkeley.edu)
Readers: Vardaan Tekriwal (vtekriwal AT berkeley.edu) and Chloe Yejin Lynn (cchloelynn AT berkeley.edu)
Instructor's office hours: Tuesdays 9:30-10:30am
TAs’ office hours: Mondays 4:30-6pm and Thursdays 1:30-3pm
Grading Policy (excluding any curving formula):

• 20% homework

• 30% midterm exam (October 27th)

• 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 (due November 12 at 11:59pm)

Homework 7 (due November 21 at 11:59pm)

Homework 8 (due December 2 at 11:59pm)