Math 520: Nonlinear Programming
Spring 2012
Time/place: T/H 9:30-10:45 a.m. in Engineering E205
Course website: www.math.colostate.edu/∼bates/courses/S12/520
Text: An Introduction to Optimization by Chong & Zak. I’ll be using the third edition, but the
book isn’t required.
Instructor info: Prof. Dan Bates, bates@math.colostate.edu, Weber 221 (1-1037)
Office hours for 520: Nothing official. We can add office hours if necessary, but with the limited
amount of homework, it is probably more practical for you to contact me if you would like to meet.
Prerequisites: Linear algebra and multivariable calculus. Linear Programming is officially a
prereq, but I won’t require it. Programming experience (e.g., with Matlab) isn’t necessary but
could be helpful for some of the homework.
Topics to be covered: Check out Edwin Chong’s website for 520 for a complete list, but the
idea is that this is a solid introduction to (the nonlinear part of) the field of optimization. We
will cover many of the basic methods for constrained and unconstrained optimization, including
analyses related to convergence and efficiency. We’ll look at a number of examples and will likely
get into some of the special subcategories of NLP (maybe quadratic programming, maybe semidefinite programming, etc.). We will also hit linear programming a little, but that will not be a
major part of the course since there is another course devoted to it. We will follow Edwin Chong’s
notes quite closely – he has far more experience than I, both with optimization in general and with
this class in particular.
Structure of the class: This will be a fairly standard lecture class. I welcome your comments
and ideas during lectures! Please feel free to speak up (within reason). There will be homework
due every few weeks and a take-home exam/project. Feel free to work together on the homework.
Grading: The homework is worth 60% (split evenly between the assignments), and the final
project/exam is worth 40%.
Feedback: I am always happy to hear it, even if it is negative. I am happy to adapt my teaching
style a bit if it will make the course work better for you.
Final Note: You should know that I have insulin-dependent diabetes and may therefore need to
sit down and take it easy occasionally. There is also the very slight risk that I could have very low
blood sugar at some point, causing me to pass out. If that happens (the probability of this is very
low), I will need somebody to call 911. Please don’t worry: I haven’t passed out yet and don’t
intend to! Even if I do pass out, I am not in any significant danger.