MA 706: Nonlinear Programming
Spring 2008, North Carolina State University

Introduction:
This is the official webpage for MA 706 - Nonlinear Programming taught by Kartik Sivaramakrishnan. Please check this page regularly for announcements, course handouts, homeworks, and exams. The webpage should be up to date! However, please send information about missing links and necessary updates to Kartik via email.

Instructor:
Kartik Sivaramakrishnan
Office coordinates: Harrelson Hall 235
Phone: (919) 513-7445
Email: kksivara at ncsu dot edu
Office Hours: TH - 10.20-11.20 am and by appointment

Teaching Assistant:
Yuan Zhang
Office coordinates: Burlington 2153
Email: yzhang13 at ncsu dot edu
Office Hours: TH - 1.30-2.30 pm and by appointment

Time and Place: TH - 11.45 am - 1.00 pm in Daniels 222.

Course Outline and Policies:

Course schedule:

MATLAB Programs:
  • Newton's method for unconstrained optimization
  • Kartik's test function for Newton's method
  • Kartik's sample session with Newton's method
  • Backtracking line search algorithm
  • Line search algorithm satisfying the strong Wolfe conditions

    • Information on MATLAB and CPLEX:
  • The MATLAB webpage
  • Getting Started with MATLAB
  • ILOG CPLEX: High performance software for mathematical programming and optimization
  • The Optimization Toolbox in MATLAB

    Class Project:
  • The class project is now available: Due in class on Thursday, April 24th, 2008.
  • Section 8.1 on portfolio optimization from Cornuejols and Tutuncu.

    • Homework Assignments:
  • Homework 1 is now available: Due in class on Tuesday, January 29th, 2008.
  • Homework 2 is now available: Due in class on Tuesday, February 12th, 2008.
  • Homework 3 is now available: Due in class on Tuesday, February 26th, 2008.
  • Homework 4 is now available: Due in class on Thursday, March 20th, 2008.
  • Homework 5 is now available: Due in class on Tuesday, April 8th, 2008.
  • Homework 6 is now available: Due in class on Tuesday, April 22nd, 2008.

    • Exams:
  • The take home midterm exam is now available: Due in Kartik's office (HA 235) by 10 am on Friday, the 29th of February.
  • The solutions to the midterm exam are now available.
  • The final exam will be held in class (Daniels 222) on Tuesday, April 29th, 2008.
    • The review problems for the final exam are now available.
  • The solutions to selected final review problems are now available.
  • The solutions to the final exam are now available.
  • The NLP qualifying exam for Fall 2008 is now available.

    • Solutions to homeworks:
  • The solutions to Homework 1 are now available.
  • The solutions to Homework 2 are now available.
  • The solutions to Homework 3 are now available.
  • The solutions to Homework 4 are now available.
  • The solutions to Homework 5 are now available.
  • The solutions to Homework 6 are now available.

    • Supplementary Reading:
  • Introduction to the conjugate gradient method without the agonizing pain: An article by Jonathan Shewchuck
  • Nonlinear Programming FAQ
  • Decision Tree for Optimization Software

    • Academic Integrity:
    Please review the guidelines posted at the following website.

    Disability Services for Students:
    "Reasonable accommodations will be made for students with verifiable disabilities. In order to take advantage of available accomodations, students must register with Disability Services for Students at 1900 Student Health Center, Campus Box 7509, 515-7653. For more information on NC State's policy on working with students with disabilities, please see the Academic Accommodations for Students with Disabilities Regulation (REG02.20.1)".
    Last Updated: 21st-December-2008

    Webmaster: Kartik Sivaramakrishnan
    © Copyright 2007