6.252J / 15.084J Nonlinear Programming

Spring 2003

Textbook cover of D. P. Bertsekas, Nonlinear Programming: 2nd Edition, Athena Scientific, 2000.
Textbook cover of Nonlinear Programming: 2nd Edition, by D.P. Bertsekas, Athena Scientific, 2000. (Image courtesy of Dimitri Bertsekas and Athena Scientific.)

Course Highlights

This course features a full set of lecture notes, in addition to other materials used by students in the course. The materials are largely based on the textbook, Nonlinear Programming: 2nd Edition, written by Professor Dimitri Bertsekas (see the publisher's site for more information).

Course Description

6.252J is a course in the department's "Communication, Control, and Signal Processing" concentration. This course provides a unified analytical and computational approach to nonlinear optimization problems. The topics covered in this course include: unconstrained optimization methods, constrained optimization methods, convex analysis, Lagrangian relaxation, nondifferentiable optimization, and applications in integer programming. There is also a comprehensive treatment of optimality conditions, Lagrange multiplier theory, and duality theory. Throughout the course, applications are drawn from control, communications, power systems, and resource allocation problems.

Technical Requirements

Any number of development tools can be used to compile and run the .fortran files found on this course site. Please refer to the course materials for any specific instructions or recommendations.

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Staff

Instructor:
Prof. Dimitri Bertsekas

Course Meeting Times

Lectures:
Two sessions / week
1.5 hours / session

Recitations:
Alternating Weeks
1 hour / session

Level

Graduate