6.252J / 15.084J Nonlinear Programming

As taught in: Spring 2003

Textbook cover of D. P. Bertsekas, Nonlinear Programming: 2nd Edition.

Photo of the course textbook cover, written by the course instruction, Prof. Dimitri Bertsekas. (Image courtesy of Dimitri Bertsekas and Athena Scientific.)

Level:

Graduate

Instructors:

Prof. Dimitri Bertsekas

Course Features

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

Special software is required to use some of the files in this course: .fortran.