NONLINEAR
PROGRAMMING
ENCE 724 Course Syllabus
CATALOGUE DESCRIPTION
ENCE 724/BMGT 832 Nonlinear Programming: Provide mathematically rigorous motivation
and introduction to nonlinear programming theory, relevant to numerous problems in economics,
engineering, and other disciplines. We will concentrate on models the necessary and sufficient
conditions for optimality of nonlinear programs. Areas that will be covered include:
1. Classification of optimization problems, definitions of local vs. global
optimality, examples, directional differentiability,
2. Existence and uniqueness results for nonlinear programs
3. Derivation of necessary and sufficient conditions for unconstrained nonlinear
program
4. Motivation and derivation of Karush-Kuhn-Tucker optimality conditions from
both a geometric and algebraic perspective,
5. Duality theory for nonlinear program
6. Second order optimality conditions for constrained problems
7. Equilibrium problems as extensions to the KKT conditions: nonlinear
complementarity and variational inequality formulation
8. Algorithms to solve optimization and equilibrium problems
TEXTBOOKS
M.S. Bazaraa, H.D. Sherali, C.M. Shetty , Nonlinear Programming Theory and
Algorithms, John Wiley & Sons, Inc., 1979 (second or third editions, we'll be
using the most up to date one though).
Other texts (not required) that may be of some help are:
S. G. Nash and A. Sofer, Linear and Nonlinear Programming, The McGraw-Hill
Companies, Inc., New York, 1996.
A.J. Conejo, E. Castillo, R. Minguez, R. Garcia-Bertrand, Decomposition
Techniques in Mathematical Programming Engineering and Science
Applications, Springer, Berlin, 2006.
www.pm.umd.edu
Page 1 of 3
ENCE 724 Course Syllabus
COURSE OBJECTIVE
1. Provide understanding for theory behind nonlinear programming problems
and extensions to equilibrium problems
2. Provide understanding of optimality conditions (KKT and otherwise) relevant
to these problems
3. Present algorithms to solve these problems.
(See also web page for course for additional suggested references)
LOGISTICS
Instructor
Steven A. Gabriel; e-mail: sgabriel@eng.umd.edu
Office Hours
Office Hours
Learning Management
System (LMS)
Blackboard (Bb) is the current system. All assignments for this course are
posted on Bb as well as lecture slides/notes and other materials. Answers to
homework problems as well as practice tests are posted. We use Bb for all
examinations. Bb can be used for team sites, wiki’s, blogs, and emails to the
class, groups, or individuals. http://bb.eng.umd.edu
Videoconferences
For our On-Line students, weekly videoconferences are required. They are an
integral element of the On-Line course paradigm. The conferences encourage
the students to ask clarifying questions and to get to know one another. The
software we are using is Scopia and it may be accessed at
http://emeeting.eng.umd.edu/scopia/entry/index.jsp. The meeting room is 60
plus the course number: 60662. Campus students may use Wimba in Bb for
video conferencing.
by appointment
POLICIES
Grading
Homeworks (students hand in) 20%; Max {in-class exam #1, in-class exam #2}
35%; Min {in-class exam #1, in-class exam #2} 25%; Final project (proposal,
presentation, report) 20%.
On Time Delivery
We expect all deliverables to be on time or early. Despite the best laid plans,
life does sometimes intervene. We can be flexible in assignment due dates as
long as the student makes arrangements in advance. After the fact submissions,
without prior approval, will not be accepted.
Individual Extra Work
The answer is no! We cannot permit extra work for additional credit in hopes of
earning a higher grade because it simply is not fair to the other students. This is
firm.
Students w/
Disabilities
The University has a legal obligation to provide appropriate accommodations
for students with disabilities. Please inform the instructor of any
accommodations needed relative to disabilities.
Project Management Center for Excellence | www.pm.umd.edu
Page 2 of 3
ENCE 724 Course Syllabus
CODE OF ACADEMIC INTEGRITY
The course is subject to the Code of Academic Integrity and Honor Pledge available on the web
at http://www.studenthonorcouncil.umd.edu/index.html. They prohibit students from cheating on
exams, plagiarizing papers, submitting the same paper for credit in two courses without
authorization, buying papers, submitting fraudulent documents, and forging signatures. The
instructor is not reluctant to assign the grade “XF” for the course should any of the above apply.
Note: This syllabus is a plan and is subject to change! 15August, 2012
Project Management Center for Excellence | www.pm.umd.edu
Page 3 of 3