6.252 Nonlinear Optimization


Class Info

Unified analytical and computational approach to nonlinear optimization problems. Unconstrained optimization methods include gradient, conjugate direction, Newton, sub-gradient and first-order methods. Constrained optimization methods include feasible directions, projection, interior point methods, and Lagrange multiplier methods. Convex analysis, Lagrangian relaxation, nondifferentiable optimization, and applications in integer programming. Comprehensive treatment of optimality conditions and Lagrange multipliers. Geometric approach to duality theory. Applications drawn from control, communications, power systems, and resource allocation problems.

This class has 18.06, 18.100A, 18.100B, and 18.100C as prerequisites.

6.252 will not be offered this semester. It will be available in the Spring semester, and will be instructed by R. M. Freund, D. P. Bertsekas and G. Perakis.

Lecture occurs 11:00 AM to 12:30 PM on Tuesdays and Thursdays in E25-111.

This class counts for a total of 12 credits.

You can find more information at the http://www.google.com/search?&q=MIT+%2B+6.252&btnG=Google+Search&inurl=https site or on the 6.252 Stellar site.

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