Non-linear and Dynamic Programming

Syllabus

Literature

Convex sets

Convex functions

Mathematical programming problem

The Lagrangian function

Unconstrained optimization

Optimization with constraints

Knapsack problem

Dynamic programming. Examples

Dynamic programming process

Problems

Problems 2

Solutions

Assignment 1

Assignment 2

Exam solutions PDFPS

Office hours (room 312, build. 34) Monday16-18

Office hours in August 2009

Wednesday, 19/08, 16 - 18

Room -125 , bld. 58

 There are 2 assignments in the course with 20% of the final grade.