1. Course description:

The objective of this course is to give graduate students an introduction to nonlinear programming (specifically focusing on convex optimization). Students are expected to have proper knowledge in linear algebra, calculus, linear programming, and other basic OR techniques which are normally expected to be covered in the undergraduate operations research curriculum.

2. Offered: Fall 2017, Fall 2020, Fall 2022

3. Prerequisites: MATH110 Calculus, MATH112 Applied Linear Algebra, IMEN261 Introduction to Operations Research or equivalent

4. Textbook:

- Boyd, S. and Vandenberghe, L., Convex Optimization, 2004

5. Reference:

- Bertsekas, D. P., Nonlinear Programming, 2nd edition, 1999

- Chong, E. K. P. and Zak, S. H., An Introduction to Optimization, 2nd edition, 2004