MS&E 315. Linearly Constrained Optimization

Department of Management Science and Engineering
Stanford University
Spring 2003

Solution of nonlinear equations; unconstrained optimization; linear programming; quadratic programming; global optimization: general linearly constrained optimization. Algorithms to solve the above problems. No previous knowledge of optimization is required but a strong background in analysis and numerical linear algebra is needed.

Course Staff

Instructor: Walter Murray (
Room 327, Terman Engineering Center
(650) 723-1307
Office Hours: by appointment.

Teaching Assistant: Uday Shanbhag (
Room 329, Terman Engineering Center
(650) 725-8972
Office hours: Tuesday from 9:00 to 10:30am, in Terman 453.

Teaching Assistant: Lek-Heng Lim (
Room 284, Gates Building 2B
(650) 725-4163
Office hours: Monday from 2:30 to 3:30pm, in Terman 401.

Course topics

Grades and Assignments

Comprehensive notes will be provided. There is no exam. A grade will be assessed on about eight homework sets and a MATLAB project. Homework will be given on Wednesday and is due the following Wednesday. It is likely I shall hold a homework workshop on Friday at the same time and place.

Homework Policy

Recommended Texts

Supplementary Texts

Homework Solutions