Nonlinear Programming

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.)

Instructor(s)

MIT Course Number

6.252J / 15.084J

As Taught In

Spring 2003

Level

Graduate

Cite This Course

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.