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).