Photo of the course textbook cover, written by the course instruction, Prof. Dimitri Bertsekas. (Image courtesy of Dimitri Bertsekas and Athena Scientific.)
Prof. Dimitri Bertsekas
6.252J / 15.084J
Spring 2003
Graduate
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.