STAT 471: Linear and Nonlinear Programming

FALL 2016


Instructor: Li Wang

Office:  SEO 726

Phone: (312) 996-3041 (main office)


Lectures: MWF 2:00-3:00pm

Location: 208 TH

Office hours: MWF 10:00-11:00am

Final Exam: Dec 7 1:00pm-3:00pm 208 TH


Course Description

Mathematical Optimization is to solve a problem that consists of maximizing or minimizing a real function by choosing input values (variables) from a set, which is defined by finitely or infinitely inequalities. Optimization theory and numerical technique are very important for a wide range of applied science, including computer science, operations research, optimal control and so on. A lot of practical problems are formulated as an optimization problem, and numerical optimization methods are used to solve them globally or locally.

Here is the tentative course outline.


Calculus, Linear Algebra 

Textbook: [1] David G. Luenberger, Yinyu Ye. Linear and Nonlinear Programming, 2016 Edition.

Textbook: [2] Stephen Boyd and Lieven Vandenberghe. Convex optimization. Cambridge university press, 2004.

Homework Assignments

Homework will be assigned weekly by announcement. No late homework will be accepted for any reasons. The lowest homework score will be dropped.

Homework 1: due Aug 31

Homework 2: due Sep 9

Homework 3: due Sep 16

Homework 4: due Sep 23

Homework 5: due Sep 30

Homework 6: due Oct 7

Homework 7: due Oct 14

Homework 8: due Oct 28

Homework 9: due Nov 4

Homework 10: due Nov 11

Homework 11: due Nov 18

Homework 12: due Nov 30


There will be one midterm exam given during the regular lecture hour. (Week 9 Wednesday)

Make-up exam policy

There will be no make-up exams for this course. 


The final course grade will be based on homework assignments, midterm and final exams. 30% Homework, 20% Midterm Exam , 50% Final Exam

Disability Policy

Students with disabilities who require accommodations for access and participation in this course must be registered with the Office of Disability Services (ODS).