Level:
Graduate
Instructors:
Textbook cover of Nonlinear Programming: 2nd Edition, by D.P. Bertsekas, Athena Scientific, 2000. (Image courtesy of Dimitri Bertsekas and Athena Scientific.)
Course Features
Course Highlights
This course features a full set of
lecture notes, in addition to other materials used by students in the course. The materials are largely based on the textbook,
Nonlinear Programming: 2nd Edition, written by Professor Dimitri Bertsekas (see the
publisher's site for more information).
Course Description
6.252J is a course in the department's "Communication, Control, and
Signal Processing" concentration. This course provides a unified
analytical and computational approach to nonlinear optimization
problems. The topics covered in this course include: unconstrained
optimization methods, constrained optimization methods, convex
analysis, Lagrangian relaxation, nondifferentiable optimization, and
applications in integer programming. There is also a comprehensive
treatment of optimality conditions, Lagrange multiplier theory, and
duality theory. Throughout the course, applications are drawn from
control, communications, power systems, and resource allocation
problems.
Technical Requirements
Any
number of development tools can be used to compile and run the .fortran
files found on this course site. Please refer to the course materials
for any specific instructions or recommendations.