Scribd
Upload
105 views

Mathematical Programming I

This document provides information about the IEOR262A Mathematical Programming I course for the Fall 2017 semester at UC Berkeley. It includes the instructor details, prerequisites, required textbooks, course description, outline of topics to be covered, grading breakdown, and exam dates. The course is an introduction to optimization theory and algorithms, covering topics such as linear programming, convex analysis, nonlinear programming, and discrete optimization. Students will be assigned problems and there will be a midterm and final exam. Grading will be based on problem sets, a midterm exam, and a final exam.

Uploaded by

Tomi Gaete
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
105 views

Mathematical Programming I

This document provides information about the IEOR262A Mathematical Programming I course for the Fall 2017 semester at UC Berkeley. It includes the instructor details, prerequisites, required textbooks, course description, outline of topics to be covered, grading breakdown, and exam dates. The course is an introduction to optimization theory and algorithms, covering topics such as linear programming, convex analysis, nonlinear programming, and discrete optimization. Students will be assigned problems and there will be a midterm and final exam. Grading will be based on problem sets, a midterm exam, and a final exam.

Uploaded by

Tomi Gaete
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 2

Department of Industrial Engineering & Operations Research

IEOR262A Mathematical Programming I


Semester: Fall 2017 Instructor: Alper Atamtürk

Prerequisites: Real analysis and linear algebra at the level of Math104/Math110


Required textbooks:
1. Introduction to Linear Optimization by Dimitris Bertsimas and John N. Tsitsiklis, Athena Scientific,
1997. ISBN-13: 978-1886529199
2. Nonlinear Programming: Theory and Algorithms (third edition) by Mokhtar S. Bazaraa, C. M. Shetty
and Hanif D. Sherali, Wiley, 2006. ISBN-13: 978-0471486008
Recommended book:
AMPL: A Modeling Language For Mathematical Programming, Robert Fourer, David M. Gay, and Brian
W. Kernighan, 2nd ed., Duxbury Press/Brooks/Cole Publishing Company, 2002. ISBN 0-534-38809-4
Available online at http://ampl.com/resources/the-ampl-book/
Instructor: Alper Atamtürk (email: [email protected])
Lectures: Tue Thr 12:30–2 PM (3111 Etcheverry)
Office hrs: Tue 2–4 PM (423 Sutardja Dai Hall)
Discussion hrs: Sec 101: Fri 9–10 AM (3113 Etcheverry)

Course web page: Maintained at https://bcourses.berkeley.edu/


Final exam: Thursday, December 14, 2017 3–6 PM

Course description
This course is an introduction to optimization at a graduate level. The course will cover fundamental con-
cepts in optimization theory, generic algorithmic approaches, as well as modeling optimization problems and
their numerical solution. In particular, the topics will include elements of convex analysis, linear program-
ming, sensitivity analysis, Lagrangian duality, local optimality conditions for unconstrained and constrained
nonlinear problems, and introduction to discrete optimization. Optimization algorithms, including the sim-
plex method and its variants, steepest descent method, Newton’s method, and branch-and-bound method
will be introduced.
Students will be assigned theoretical, modeling as well as computational problems. There will be a midterm
exam and a final exam.
Grading

• Problem Sets: 30%


• Midterm Exam: 30% [October 17, 2017, 12:30–2:00 PM (tentative)]
• Final Exam: 40% [December 14, 2017, 3–6 PM]

IEOR262A–1
Outline

1. Elements of convex analysis


• Basic terminology
• Convex sets and convex functions (NLP: Ch2, Ch3)
• Projection, separating hyperplanes, Farkas’ lemma (LP: Sec 4.6, 4.7)
• Polyhedral sets (LP: Ch 2)
2. Linear programming
• Introduction to linear programming (LP: Ch 1)
• Duality, certificates of optimality and unboundedness (LP: Ch 4)
• Simplex method and its variants (LP: Ch 3)
• Sensitivity analysis and parametric programming (LP: Ch 5)
3. Nonlinear programming
• Unconstrained optimization (NLP: Ch 1)
– Local optimality conditions (NLP: Sec 4.1)
– Steepest descent method (NLP: Sec 8.6)
– Newton’s method and its variants (NLP: Sec 8.6)
• Constrained optimization (NLP: Ch 3, Ch 4)
– Local optimality conditions for equality constrained problems
– Karush-Kuhn-Tucker conditions & constraint qualification (NLP: Ch 4, Ch 5)
– Lagrangian duality and saddle point optimality conditions (NLP: Ch 6)
4. Discrete optimization
• Computational complexity (LP: Secs 8.1, 11.8)
• Modeling techniques (LP: Ch 10)
• Network problems and total unimodularity (LP: Ch 7)
• Relaxation and search (LP: 11)
• Dynamic programming (LP: 11)
• The art and joy of optimization: applications (LP: Ch 12)

This syllabus may be modified as time and interests dictate.

IEOR262A–2

You might also like