Daniel P. Robinson
Assistant Professor, Johns Hopkins University, Department of Applied Mathematics and Statistics
Nonlinear Optimization II
EN.550.662 - Spring 2015
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.
General Tutorial: Tutorial
Passing functions as parameters:
Homework and Midterms
HW1 Due February 18
HW2 Due March 2
HW3 Due March 9
Midterm 1: March 23
Midterm 2: April 29
Convex Analysis: lecture02
Optimality conditions: lecture04
Duality theory: lecture05
Quadratic programming: lecture07
Nonlinear equality constrained optimization: lecture08
Nonlinear inequality constrained optimization: lecture09