IE417 -- Nonlinear Programming

This class is being taught by Prof. Jeff Linderoth

News

• The final is Thursday May 4, from 1-5PM. Problems (besides already assigned homework problems) that you should hopefully be able to do include 17.1, 17.5, 17.9, 18.4, 18.5, 19.1, and 19.4.

Introductory Material

Lecture Notes

For this class, most of the lectures will be done on the board, so PDF files of the notes will not be provided. However, I will post any supplimentary materials here

Assignments

• HW#1: Due January 24: Turn in 2.1. Do as many exercises from Chap 2 as you can.
• HW#2: Due January 31: Turn in 3.1. Do as many exercises from Chap 3 as you can. (Maybe exclude 3.9, 3.11, 3.12)
• HW#3: Due February 14: Turn in 4.1, Linesearch code. Chapter 4: 4.6, 4.9, 4.10
  • Simple Steepest Descent Code
  • Simple Newton Code
  • List of Unconstrained Problems
  • Matlab Driver for unconstrained problems
  • Script to run all unconstrained problems
• HW#4: Due February 23: Turn in 8.1. Try 8.2, 8.3, 8.4, 8.6. Matlab Homework: implement BFGS, DFP, and SR1 -- See which one is "the best" on a number of the unconstrained CUTEr Problems.