We now have Course Website.
For 2025 Spring, the website is at
https://sites.google.com/ie.nthu.edu.tw/nonlinearprogramming/homepage
NTHU IEEM5191 Nonlinear Programming
General
syllabus: 2016 Spring 2018 Spring 2019 Spring 2022 Spring 2024 Spring
text: D. P. Bertsekas
references: Nocedal and Wright (2006) [ebook access on campus or with NTHU VPN]
Facchinei and Pang v1 (2003) [ebook access on campus or with NTHU VPN]
Facchinei and Pang v2 (2003) [ebook access on campus or with NTHU VPN]
Luenberger and Ye (2016) [ebook access on campus or with NTHU VPN]
[Reminder] This is a graduate level, mathematics-oriented and theoretical course (open to seniors). You will not learn computers or calculation techniques other than a short demo about using simple optimization interface AMPL and an online tool NEOS. We will talk about mathematical definitions, properties, theorems, and a bit proofs. The readings assigned for the discussions will be academic and technical. Students are required to preview (預習) the assigned materials before specific dates (announced in the calendar below.)
2024 Spring
Time: Mondays 13:20-16:10
Classroom: Engineering Building 1 Room 203
Week 1: 2/19 Syllabus; Basics of Nonlinear Programming slides_0
Week 2: 2/26 Gradient Methods slides_1
Week 3: 3/4 Discussion 1 A.1-A.4
Week 4: 3/11 Taylor Series Expansion; Optimality Condition for Unconstrained Optimization; Gradient Methods
Online material about convex, strictly convex, and strongly convex functions.
Week 5: 3/18 Gradient Methods
Announcement of PS1 (due on 4/8)
Week 6: 3/25 AMPL+NEOS: DEMO (Bring your laptop)
Discussion 2 Preview: Prop 1.2.1-1.2.6 Prop.1.3.1-1.3.3
Week 7: 4/1 Break
Week 8: 4/8 PS1 due
Gradient Methods
Newton Methods and issue of global convergence slides_2
Week 9: 4/15 Announcement of PS2 (due on 4/29)
Conjugate Gradient Methods and Quasi-Newton Methods slides_3
Week 10: 4/22 Optimality conditions for constrained NLP slides_5
Week 11: 4/29 PS2 due
Announcement of PS3 (due on 5/13)
Necessary condition applications text-3
Preview: B.1
Week 12: 5/6 Lagrange Multiplier slides_6
Week 13: 5/13 PS3 due
Midterm exam <Open book, open note. No electronic devises. You can print out and bring any documents that you feel needed.>
Week 14: 5/20 Lagrange Multiplier
Barrier and Interior Point Method slides7
Online video about Interior Point Method
Week 15: 5/27 Sequential Quadratic Programming (SQP) ;Penalty and Augmented Lagrangian Methods slides_8 paper_1 paper_2
Week 16: 6/3
(Last 50 minutes) Final project Presentation
Archive 2022 Spring
Time: Mondays 13:20-15:10 (100 min) and Wednesdays 13:20-14:10 (50 min)
Classroom: Engineering Building 1 Room 203
Week 1: 2/14 Syllabus syllabus
2/16 Basics of Nonlinear Programming slides_0
Week 2: 2/21 Gradient Methods slides_1
2/23 Gradient Methods
Week 3: 2/28 --
3/2 Discussion 1 A.1-A.4
Week 4: 3/7 Taylor Series Expansion; Optimality Condition for Unconstrained Optimization; Gradient Methods
3/9 Gradient Methods
Week 5: 3/14 Gradient Methods
3/16 Gradient Methods
Week 6: 3/21 AMPL+NEOS: DEMO (Bring your laptop)
Announcement of PS1 (due on 4/13)
3/23 Discussion 2 Preview: Prop 1.2.1-1.2.6 Prop.1.3.1-1.3.3 (Focus on Proposition 1.2.1 and Proposition 1.3.2)
Week 7: 3/28 Newton Methods and issue of global convergence slides_2
3/30 Newton Methods and issue of global convergence
Week 8: 4/4 --
4/6 --
Week 9: 4/11 PS1 due self-health management --
Announcement of PS2 (due on 4/25)
4/13 Conjugate Gradient Methods and Quasi-Newton Methods slides_3
Week 10: 4/18 Conjugate Gradient Methods and Quasi-Newton Methods
4/20 Conjugate Gradient Methods and Quasi-Newton Methods
Week 11: 4/25 PS2 due
Announcement of PS3 (due on 5/9)
Optimality conditions for constrained NLP slides_5
4/27 Necessary condition applications text-3
Week 12: 5/2 Optimality conditions for constrained NLP
5/4 Lagrange Multiplier slides_6
Week 13: 5/9 PS3 due Midterm Exam
5/11 Final project discussion
Week 14: 5/16 Lagrange Multiplier
5/18 Lagrange Multiplier
Week 15: 5/23 Lagrange Multiplier
5/25 Barrier and Interior Point Method slides7
Week 16: 5/30 Sequential Quadratic Programming (SQP) ;Penalty and Augmented Lagrangian Methods slides_8 paper_1 paper_2
6/1 Sequential Quadratic Programming (SQP) ;Penalty and Augmented Lagrangian Methods
Preview: B.1
Week 17: 6/6 Final project Presentations
6/8 Final project Presentation
Week 18 (Final Exam Week): 6/13 Final project due
-- holiday
Archive 2019 Spring
Time: Mondays 16:30-18:20 (100 min) and Thursdays 17:30-18:20 (50 min)
Classroom: Engineering Building 1 Room 203
Week 1: 2/18 Syllabus 2019 Spring
2/21 Basics of NLP slides_0
Week 2: 2/25 Optimality condition for unconstrained NLP
2/28 --
Week 3: 3/4 Gradient Methods slides_1
3/7 Gradient Methods
Week 4: 3/11 Gradient Methods
3/14 Discussion 1 A.1-A.4
Week 5: 3/18 Gradient Methods
3/21 Newton Methods and issue of global convergence slides_2
Week 6: 3/25 Algorithms for Solving Least Squares Problem slides_3 (distributed in class)
3/28 Discussion 2 PS1 announcement PS1
Preview: Prop 1.2.1-1.2.6 Prop.1.3.1-1.3.3 Focus on Proposition 1.2.1 and Proposition 1.3.2 Week 7: 4/1 Algorithms for Solving Least Squares Problem ; Gradient methods with error text-1
Conjugate Gradient Methods slides_4 text-2
4/4 --
Week 8: 4/8 --
4/11 Quasi-Newton Methods PS1 due PS2 announcement PS2
Week 9: 4/15 sick leave
4/18 Optimality conditions for constrained NLP slides_5
Necessary condition applications text-3
Week 10: 4/22 Optimality conditions for constrained NLP ; Lagrange Multiplier slides_6
4/25 Lagrange Multiplier AMPL+NEOS: DEMO PS2 due PS3 announcement PS3
Week 11: 4/29 Lagrange Multiplier
5/2 Lagrange Multiplier
Week 12: 5/6 Exam
5/9 Issue Lagrange Multiplier Barrier and Interior Point Method slides7 PS3 due PS3
Week 13: 5/13 Sequential Quadratic Programming (SQP) ;Penalty and Augmented Lagrangian Methods slides_8 paper_1 paper_2
5/16 Discussion 3 Preview: B.1
Week 14: 5/20 Basics of Game slides_9 paper_3
5/23
5/24 15:05-16:20 Session
Week 15: 5/27 Basics of Game; Equilibrium constrained program paper_4
5/30 Equilibrium constrained program
Week 16: 6/3 Equilibrium constrained program mpec
6/6 Discussion 4 A.5-A.6
Week 17: 6/10 Final Project Review and Student's presentation
6/13 Final Project Review and Students' presentation
-- holiday
Archive 2018 Spring
[New] The schedule of this course has been slightly changed.
new time: Thursdays 17:30-18:20 (50 min) + Fridays 13:20- 14:10 14:20-15:10 (100 min)
Schedule (continually updating)
Archive
2016 Spring
Mondays 3:30pm-6:20pm.
The classroom has been changed to 203 Eng. Bldg I