- Lecture meets Mon/Wed/Fri 2:00-2:50pm in 241 Altgeld Hall.
- Office hours are Mon/Wed/Fri 3:00-4:00pm in 226 Illini Hall, or by appointment.
- Do not hesitate to contact me with questions via e-mail at mlavrov@illinois.edu.

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

- Homework: 160 points.
- Intermediate exams: 300 points.
- Final exam: 200 points.

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.

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.

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

- Wednesday, September 20,
- Wednesday, October 18,
- Wednesday, November 15.

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.

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 20 | Thanksgiving: 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>