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.

Bertsekas, Dimitri. 6.252J Nonlinear Programming, Spring 2003. (MIT OpenCourseWare: Massachusetts Institute of Technology), http://ocw.mit.edu/courses/electrical-engineering-and-computer-science/6-252j-nonlinear-programming-spring-2003 (Accessed). License: Creative Commons BY-NC-SA


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