IEOR 160: Nonlinear and Discrete Optimization

Instructor: Javad Lavaei
Time: Mondays and Wednesdays, 11am-noon
Location: 3106 Etcheverry
TA: Jihun Kim (jihun.kim AT berkeley.edu)
Readers: Kaitlyn Hyun Jun (kaitlyn.jun AT berkeley.edu) and Joy Zhang (joy.xyz AT berkeley.edu)
Instructor's office hours: Mondays 10-11am
TA's office hours: Fridays 2-3pm
Grading Policy (excluding any curving formula):

• 20% homework

• 20% first midterm exam (March 5th)

• 20% second midterm exam (April 9th)

• 40% 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 (due March 31 at 11:59pm)

Homework 6 (due April 18 at 11:59pm)

Homework 7 (due April 28 at 11:59pm)

Homework 8 (due May 6 at 11:59pm)