**STAT 471: Linear and Nonlinear Programming**

**FALL 2016**

**Instruction**

**Instructor:** Li Wang

**Office:** SEO 726

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

**Email:** liwang8@uic.edu

**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.

**Prerequisite**

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

**Exams**

## 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.

**Grading**

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).