Version of Sept 16, 2007.
MATH 484 (Fall 2007)
Nonlinear Programming
MWF1 at 141 Altgeld
Zoltan Furedi


TENTATIVE SCHEDULE


Aug 24, 26 --- classes cancelled

Aug 27, Monday: Continuity
Aug 29, Wednesday: How to use calculus for minimization, Mean value thms.
SAug 31, Friday: Higher dimensional space. Normed spaces, Cauchy Schwartz inequality

Sep 3, Monday --- Labor day!
Sep 5, Wednesday: Critical points in R^n
Sep 7, Friday: section 1.2 Gradients, Hessian

Sep 10, Monday: Section 1.3. Quadratic forms, test for pos definity.
Sep 12, Wednesday: 1.3 Finding min by checking Hessian at critical points. Saddle points.
Sep 14, Friday: 1.4 Bolzano-Weierstrass (Thm 1.4.1) and coercive functions.

Sep 17, Monday: NO CLASS
Sep 19, Wednesday: 1.5 Eigenvalues
Sep 21, Friday: Section 2.1 Convexity, convex hull, convex combination (Section 2.2 is skipped.)
  • HW1 is due

    Sep 24-28, --- classes are cancelled

    Oct 1, Monday: Section 2.3 Convex functions, Jensen's inequality
    Oct 3, Wednesday: Section 2.3 Convex functions and minimization
  • HW2 is due
    Oct 5, Friday --- class is cancelled

    Oct 8, Monday: Chapter 2.4
    Oct 10, Wednesday: Chapter 2.4
  • Evening EXAM 1, 5-6:50 pm in 143 Altgeld.
    Oct 12, Friday: Chapter 2.5

    Oct 15, Monday: Chapter 2.5
    Oct 17, Wednesday: Chapter 4
    Oct 19, Friday: Chapter 4
  • HW3 is due

    Oct 22, Monday: Section 4
    Oct 24, Wednesday: Section 4
    Oct 26, Friday: Section 4 (skip 4.4.5)
  • HW4 is due

    Oct 29, Monday: Section 5.1 Convexity, separation
    Oct 31, Wednesday: Section 5.1
  • Evening EXAM 2, 5-6:50 pm in 143 Altgeld.
    Nov 2, Friday: Sectuion 5.2

    Nov 5, Monday: Section 5.2
    Nov 7, Wednesday: Section 5.3
    Nov 9, Friday: Section 5.3
  • HW5 is due

    Nov 12, Monday: Section 5.4
    Nov 14, Wednesday: Chapter 5.4
    Nov 16, Friday: Chapter 3 (we leave out 3.3, 3.5 and the end of 3.2 from middle of pp 94-97)
  • HW6 is due

    Nov 19-23, --- No class, Thanksgivings week

    Nov 26, Monday: Chapter 3
    Nov 28, Wednesday: Chapter 3
  • HW7 is due
  • Evening EXAM 3, 5-6:50 pm in 143 Altgeld.
    Nov 30, Friday: Chapter 3

    Dec 3, Monday: Chapter 6 or 7.2
    Dec 5, Wednesday:
    Dec 7, Friday: last lecture.
  • HW8 is due

    Dec 13, Thursday: 1:30-4:30pm, FINAL EXAM in our usual classroom (141 Altgeld).