Version of Dec. 1, Sept. 6, Aug 28, 2008. MATH 484 (Fall 2008) Nonlinear Programming MWF11 at 443 Altgeld Zoltan Furedi

TENTATIVE SCHEDULE

Aug 25, Monday: Continuity
Aug 27, Wednesday: How to use calculus for minimization, Mean value thms.
Aug 29, Friday: Higher dimensional space. Normed spaces, Cauchy Schwartz inequality

Sep 1, Monday --- Labor day!
Sep 3, Wednesday: Critical points in R^n
Sep 5, Friday: Section 1.2 Gradients, Hessian.

Sep 8, Monday: Section 1.3. Quadratic forms, test for pos definity.
Sep 10, Wednesday: 1.3 Finding min by checking Hessian at critical points. Saddle points.
Sep 12, Friday; Open and closed sets, boundary of open convex sets.

HW1 is due

Sep 15, Monday: 1.4 Bolzano-Weierstrass (Thm 1.4.1) and coercive functions.
Sep 17, Wednesday: 1.5 Eigenvalues
Sep 19, Friday: Section 2.1 Convexity, convex hull, convex combination (Section 2.2 is skipped.)

HW2 is due

Sep 22, Monday: Section 2.3 Convex functions, Jensen's inequality
Sep 24, Wednesday: Section 2.3 Convex functions and minimization
Sep 26, Friday: Section 2.4

HW3 is due

Sep 29, Monday: Section 2.4
Oct 1, Wednesday: Section 2.5
Oct 3, Friday: Chapter 2.5

Oct 6, Monday: Chapter 4
Oct 8, Wednesday: Chapter 4

Evening EXAM 1, 5-6:50 pm (in 443 Altgeld).
Oct 10, Friday: Chapter 4

HW4 is due

Oct 13, Monday: Chapter 4
Oct 15, Wednesday: Chapter 4 (skip 4.4.5)
Oct 17, Friday: Section 5.1 Convexity, separation

HW5 is due

Oct 20, Monday: Section 5.1
Oct 22, Wednesday: Section 5.2

Evening EXAM 2, 5-6:50 pm (in 443 Altgeld).
Oct 24, Friday: Section 5.2

Oct 27, Monday: Section 5.3
Oct 29, Wednesday: Section 5.3
Oct 31, Friday: Section 5.4

HW6 is due

Nov 3-14, --- classes are cancelled

Nov 17, Monday: Section 5.4
Nov 19, Wednesday: Chapter 3
Nov 21, Friday: Chapter 3 (we leave out 3.3, 3.5 and the end of 3.2 from middle of pp 94-97)

HW7 is due

Nov 24-28, --- No class, Thanksgivings week

Dec 1, Monday: Chapter 3
Dec 3, Wednesday: Chapter 3

Evening EXAM 3, 5-6:50 pm (in 443 Altgeld).
Dec 5, Friday: Chapter 3

HW8 is due

Dec 8, Monday: Chapter 6 or 7.2
Dec 10, Wednesday: last lecture.

HW9 is due
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Dec 18, Thursday: 8:00-11:00am, FINAL EXAM in our usual classroom (443 Altgeld).