Version of March 3, Jan 26, 2009.
MATH 484, Spring 2009
Nonlinear Programming
MWF11 at 149 Henry
Zoltan Furedi
Syllabus
The aim of this course is to give an introduction to
an important field of mathematics, a part of optimization
problems.
We emphasize techniques, but also present proofs of theorems.
Some of the topics covered:
Iterative and analytical solutions of constrained and unconstrained
problems of optimization; gradient and conjugate gradient solution methods;
Newton's method, Lagrange multipliers, duality and the Kuhn-Tucker theorem;
and quadratic, convex, and geometric programming.
But our main topic is related to convexity, so we slightly
diverge from our textbook and emphasize more on convex programming.
LECTURES, DISCUSSION: Monday, Wed. and Friday 11:00-11:50 in 149 Henry Building.
PREREQUISITE: MATH 242 or MATH 243; MATH 347 or MATH 348 or
equivalent experience; and a knowledge of linear algebra equivalent
to MATH 415; or consent of instructor.
INSTRUCTOR: Prof. Zoltan Furedi, 233B Illini Hall
Telephone 333-3355.
E-mail address: z-furedi@math.uiuc.edu
OFFICE HOURS: Wednesday 8:30-9:20
I can often see you if you come by without an appointment
(whether or not during office hours).
TEXT: A. Peressini, F. Sullivan and J. Uhl: The Mathematics
of Nonlinear Programming, Undergraduate Text in Mathematics, Springer
We leave out (among others) Sections 2.2, 3.3 and 5.5.
4 CREDITS: One has to register (soon!) in the Math Office at Altgeld
to take 4 credits, and I will sign it.
The extra material is: Section 2.6, and a deeper understanding is required.
A few extra HW, extra problems on exams (with some proofs).
HOMEWORK:
There will be nine homeworks, but the grading is based
mainly on exams.
HOURLY EXAMS: Three evening exams are planned tentatively March 4, April 8
and April 29
at 5-7:00 pm (all Wednesdays), in 341 Altgeld Hall.
If you can not make it, then please send me an e-mail (in time!) to discuss
a makeup exam.
If it does not fit into your university schedule, send an e-mail NOW.
FINAL EXAM: The final exam will be on May 12, Tuesday, 7:00-10:00 pm,
in our usual classroom (149 Henry).
NO CLASS: on March 9-20
However we have three two-hour evening exams.
No classes on march 23-27 (Spring break).
GRADING:
Homework - 12% ; Hour Exams - 3x15% ;
Final Exam - 43%
WEB:
http://www.math.uiuc.edu/~z-furedi/484math_2009Sp.html