Version of Nov 17, 2006.
MATH 484 (Fall 2006)
Nonlinear Programming
MWF1 at 141 Altgeld
Zoltan Furedi


TENTATIVE SCHEDULE


Aug 23, Wednesday. Mappings, convexity
Aug 25, Friday. Continuity, Mean value theorem

Aug 28, Monday. How to use calculus for minimization, Section 1.1, higher dimensional space
Aug 30, Wednesday. Normed spaces, Cauchy Schwarz inequality.
Sep 1, Friday. --- No class!

Sep 4, Monday. --- Labor day!
Sep 6, Wednesday. --- No class!
Sep 8, Friday. Closed sets, open sets, Thm on page 11.

Sep 11, Monday. Boundary of open convex sets, Thm on p.11
Sep 13, Wednesday. Thm 129 (p.13) positive and negative definite matrices. Eigenvalues.
Sep 15, Friday. Quadratic forms, test for pos definity, finding min by checking Hessian at critical points.

Sep 18, Monday. Finding min by checking Hessian at critical points. Saddle points. Bolzano-Weierstrass (Thm 1.4.1) and coercive functions.
Sep 20, Wednesday Convexity, convex hull, convex combination
(section 2.2 is skipped.)
Sep 22, Friday Convex functions, Jensen's inequality

Sep 25, Monday Convex functions and minimization
  • HW1 is due
    Sep 27, Wednesday, question and answer class
  • Evening EXAM 1, 5-6:50 pm, in the neighbouring room: 143 Altgeld.
    Sep 29, Friday Section 2.4

    Oct 2, Monday Section 2.4
    Oct 4, Wednesday Section 2.5
    Oct 6, Friday Section 2.5

    Oct 9, Monday Chapter 4
    Oct 11, Wednesday Chapter 4
  • HW2 is due (new date!)
    Oct 13, Friday Chapter 4

    Oct 16, Monday Chapter 4
    Oct 18, Wednesday Chapter 4
  • HW3 is due (new date!)
    Oct 20, Friday Chapter 4 (skip 4.4.5)

    Oct 23, Monday Section 5.1 Convexity
  • HW4 is due
    Oct 25, Wednesday, question and answer class
  • Evening EXAM 2, 5-6:50 pm, in the neighbouring room: 143 Altgeld.
    Oct 27, Friday Section 5.1

    Oct 30, Monday Section 5.2
    Nov 1, Wednesday Section 5.2
    Nov 3, Friday. --- No class!

    Nov 6, Monday Section 5.3
    Nov 8, Wednesday Section 5.3
  • HW5 is due
    Nov 10, Friday Section 5.4

    Nov 13, Monday Section 5.4
    Nov 15, Wednesday Chapter 3 (we leave out 3.3, 3.5 and end of 3.2 from middle of pp 94-97)
  • HW6 is due
    Nov 17, Friday Chapter 3

    Nov 20, Monday. --- No class, Thanksgivings holiday
    Nov 22, Wednesday. --- No class, Thanksgivings holiday
    Nov 24, Friday. --- No class, Thanksgivings holiday

    Nov 27, Monday Chapter 3
    Nov 28, Tuesday, 11 am, a question and answer class
    Nov 29, Wednesday, question and answer class
  • HW7 is due
  • Evening EXAM 3, 5-6:50 pm, in the neighbouring room: 143 Altgeld.
    Dec 1, Friday Chapter 3

    Dec 4, Monday --- No class Chapter 3
    Dec 6, Wednesday --- No class Chapter 7.2
    Dec 8, Friday, last lecture.
  • HW8 is due

    Dec 11, Monday, 1 pm, a question and answer class
    Dec 13, Wednesday, 1:30-4:30pm, FINAL EXAM in our usual classroom (141 Altgeld).