Math 484: Nonlinear Programming (Fall 2017)

Mikhail Lavrov


Location

Grading

The course grade will be calculated as follows, out of 660 points total:

You can check your grades via Moodle.

Points will be converted into a letter grade via the following table:

B+ ≥ 559 C+ ≥ 475 D+ ≥ 391
A ≥ 615 B ≥ 531 C ≥ 447 D ≥ 363
A- ≥ 587 B- ≥ 503 C- ≥ 419 D- ≥ 335

It is possible to take the course for 4 credits rather than 3, at the cost of extra homework questions and more difficult exams. If you want to do this, you need to register at the math office in Altgeld Hall soon after the start of the course.

Homework

There will be at least 9 (most likely 10) homework assignments, to be turned in at the beginning of class the day they are due. Of these homework assignments, the top 8 homework scores will determine your grade. Each assignment is graded out of 20 points, for a total of 160.

If you cannot attend class, you can submit a scanned copy or a photo of your homework by e-mail before class begins.

If the homework assignment is received after class on the due date, but before the next class, it will be accepted as late, for a 2-point penalty. Homework will not be accepted after the next class for any reason.

Exams

There will be three in-class midterm exams (graded out of 100 points each) on the following dates:

The final exam will probably be given on the morning of Friday, December 15. I'll update this page well in advance with a definite time and place.

Detailed syllabus

The course follows the textbook The Mathematics of Nonlinear Programming by A. Peressini, F. Sullivan and J. Uhl. The syllabus below will initially describe a tentative plan for what parts of the textbook will be covered when. As the semester progresses, I will update the syllabus with information about what actually happened in class, adjustments to my plans for the future, and links to homework assignments.

Date Chapter Details Homework
Monday, August 28 Chapter 1
Calculus
Course intro, section 1.1
Wednesday, August 30 Section 1.2: geometry of Rⁿ
Friday, September 1 Section 1.2: critical points for Rⁿ
Monday, September 4 Labor Day: no class
Wednesday, September 6 Section 1.3: Sylvester's criterion (Theorem 1.3.3)
Friday, September 8 Section 1.5: Eigenvalues HW 1 due
Monday, September 11 Section 1.4: Coercive functions, global optima
Wednesday, September 13 Chapter 2
Convexity
Section 2.1: Convex sets
Friday, September 15 Section 2.3: Convex functions, Jensen's inequality HW 2 due
Monday, September 18 Section 2.3: Building convex functions
Wednesday, September 20 Exam 1 (Topics that will be covered)
Friday, September 22
Monday, September 25
Wednesday, September 27
Friday, September 29 HW 3 due
Monday, October 2 Chapter 4
Least Squares
Wednesday, October 4
Friday, October 6 HW 4 due
Monday, October 9
Wednesday, October 11
Friday, October 13 HW 5 due
Monday, October 16
Wednesday, October 18 Exam 2
Friday, October 20 Chapter 5
Convex Programming
The KKT Conditions
Monday, October 23
Wednesday, October 25
Friday, October 27 HW 6 due
Monday, October 30
Wednesday, November 1
Friday, November 3 HW 7 due
Monday, November 6
Wednesday, November 8
Friday, November 10 HW 8 due
Monday, November 13
Wednesday, November 15 Exam 3
Friday, November 17
Monday, November 20Thanksgiving: no class
Wednesday, November 22
Friday, November 24
Monday, November 27 Other topics
Wednesday, November 29
Friday, December 1 HW 9 due
Monday, December 4
Wednesday, December 6
Friday, December 8 HW 10 due
Monday, December 11
Wednesday, December 13

Last updated September 15, 2017. Mikhail Lavrov <mlavrov@illinois.edu>