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syllabus - Department of Industrial and Systems Engineering...

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Unformatted text preview: Department of Industrial and Systems Engineering Spring 2006 Nonlinear Programming (IE 417) Meeting: Tuesday and Thursday 5:356:50PM 451 Mohler Lab Jeff Linderoth Office: 325 Mohler Office hours: Monday 89AM, Thursday 78PM, (also by appt.) Phone: 610-758-4879 E-mail: jtl3@lehigh.edu Web: http://www.lehigh.edu/~jtl3/teaching/ie417 This course will cover topics in practical nonlinear programming. You will learn the theory and methods behind solving optimization problems in which the objective and constraints are described by nonlinear functions. Required Text Jorge Nocedal and Stephen J. Wright . Numerical Optimization (Springer, 1999). Recommended Texts There are lots of good books on nonlinear programming. Here is one that has been used in this course in the past. M. Bazaraa, H. Sherali, and C. M. Shetty . Nonlinear Programming: Theory and Algorithms (John Wiley & Sons, 1993). You may also want a book on matlab, although the online help with matlab is quite good. If you want a slightly advanced book on matlab, I might suggest Desmond J. Higham and Nicholas J. Higham . MATLAB Guide, Second edition (SIAM, 2005). Finally, if you need some help in doing proofs and in gaining the requisite mathematical sophistication, I would recommend the book Daniel Solow . How to Read and Do Proofs (John Wiley & Sons, 1990). Course Overview This is a first course in nonlinear programming, suitable for students with some programming background and a degree of mathematical sophistication . Historically, this is a Ph.D. level course, and I will also teach it as such. Students registered for this course typically should have taken IE406. Optimization algorithms are being used to solve larger and more complex problems than ever before. The textbook (and hence this course) will emphasize the more recent techniques for large-scale nonlinear pro- gramming. Software is of course an integral component of nonlinear programming, so this course will also have a computational component....
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syllabus - Department of Industrial and Systems Engineering...

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