EE417/617 Introduction to Optimization

• Course Syllabus

• Textbook Linear and Nonlinear Programming by Luenberger and Ye (fifth edition)

• Recordings

• Lecture notes

• Assignment submission form

Class schedule

• Monday 10:30 - 11:20, MSB 307 (the web meeting if remote)

• Wednesday 10:30 - 11:20, MSB 307 (the web meeting if remote)

• Friday 10:30 - 11:20, MSB 307 (the web meeting if remote)

• Office hours: by appointment or after class

Assignments (from the Textbook)

• Problem set 1: Exercises 2.6, 2.8, 2.9, 2.10, 7.2

• Problem set 2: Exercises 2.13, 2.14, 3.2, 3.4, 3.6

• Problem set 3: Exercises 7.8, 7.10, 11.6, 11.20

• Problem set 4: Exercises 3.4, 3.11, 11.4, 11.7, 11.12

• Midterm: problem set

• Problem set 5: Exercises 4.6, 4.7, 5.4, 8.3, 8.9

• Problem set 6: Exercises 12.2, 12.3, 14.1, 14.2

• Final: problem set

Additional materials

• Anonymous feedback form

• Convex optimization, Boyd and Vandenberghe

• Introduction to linear optimization, Bertsimas and Tsitsiklis

• Operations Research, Hillier and Lieberman