Daniel P. Robinson
Assistant Professor, Johns Hopkins University, Department of Applied Mathematics and Statistics


Nonlinear Optimization II
EN.550.662 - Spring 2015

General References
 
 J. Nocedal and S. Wright, Numerical Optimization, Second Edition, Springer, 2006. (course textbook) 
A. R. Conn, N.I.M Gould, and Ph. L. Toint, Trust Region Methods, Society for Industrial and Applied Mathematics, Philadelphia, PA, 2000.
R. Fletcher, Practical Methods of Optimization, 2nd Edition, Wiley, Chichester & New York, 1987.
D. P. Bertsekas, Nonlinear Programming, Second Edition, Athena Scientific, Belmont, MA, 1999.
A. Ruszcynski, Nonlinear Optimization, Princeton University press, 2006.
S. Boyd and L. Vandenberghe, Convex Optimization, Cambridge University Press, 2004.

Matlab Help

General TutorialTutorial 
Passing functions as parameters:
  • Download these files ( MYaverage_661.m,  MYaverage_fun_661.m ).
  • Type MYaverage_661( 'MYaverage_fun_661', 2, 10 ) at the Matlab prompt.
  • Important: note the single quotation marks around MYaverage_fun_661.
Example algorithm output: output_example.txt 

Homework and Midterms

HW1  Due February 18
HW2  Due March 2
HW3  Due March 9
Midterm 1: March 23
HW4  Due April 6  random_qp.m
HW5  Due April 22  fun_test_662.m
Midterm 2: April 29

Lectures

Introduction: lecture00
Background: lecture01 and demo01
Convex Analysis: lecture02
Newton's Method: lecture03 and demo03
Optimality conditions: lecture04
Duality theory: lecture05
Linear programming: lecture06 and demo06
Quadratic programming: lecture07
Nonlinear equality constrained optimization: lecture08
Nonlinear inequality constrained optimization: lecture09