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6.252J Nonlinear Programming

6.252J/ 15.084J Nonlinear Programming (Spring 2004, MIT OCW). Instructor: Professor Robert Freund. This consists of 3 selected video lectures given by Prof. Robert Freund. 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, Lagrangian 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. (from ocw.mit.edu)

Lecture 03 - Newton's Method
Lecture 18 - Duality Theory I
Lecture 23 - Semidefinite Optimization I

References
6.252J/15.084J Nonlinear Programming (Spring 2004)
Instructor:Prof. Robert Freund. Lecture Notes. This course introduces students to the fundamentals of nonlinear optimization theory and methods.
MIT 15.084J S04
Movie Files. Image Files. This course introduces students to the fundamentals of nonlinear optimization theory and methods.