15.084J | Spring 2004 | Graduate

Nonlinear Programming


Course Meeting Times

Lectures: 2 sessions / week, 1.5 hours / session

Recitations: 1 session / week, 1 hour / session


This course introduces students to the fundamentals of nonlinear optimization theory and methods. Topics include unconstrained and constrained optimization, linear and quadratic programming, Lagrange and conic duality theory, interior-point algorithms and theory, Lagrangean relaxation, generalized programming, and semi-definite programming. Algorithmic methods used in the class include steepest descent, Newton’s method, conditional gradient and subgradient optimization, interior-point methods and penalty and barrier methods.

Required Text

Bertsekas, Dimitri P. Nonlinear Programming. 2nd ed. Athena Scientific Press, 1999. ISBN: 1886529000.

Bazaraa, Mokhtar S., Hanif D. Sherali, and C. M. Shetty. Nonlinear Programming: Theory and Algorithms. New York: John Wiley & Sons, 1993. ISBN: 0471557935.

Course Requirements

  1. Weekly Problem Sets (about 12).
  2. Midterm Examination (in-class, closed book).
  3. Final Examination (3-hour exam).
  4. Computer Exercises.


Grading will be based on the following:

Midterm Exam 25%
Final Exam 50%
Problem Sets 25%

Course Info

Learning Resource Types
Lecture Videos
Lecture Notes