Announcement. I will be out of town the whole third week, 07/10 - 07/13. 
    Prof. Richard Wang will do the lectures on 07/10 and 07/11 for me, 
    Prof. Shibin Dai will do the lectures on 07/12 and 07/13 for me. 
    There will be only TA's office hours during that week. 

• Course homepage: www.math.ucla.edu/~xinweiyu/164.1.061/index.html.
• Time and Place: MTWR 9:30am – 10:20am, Boelter 5436.
• Discussion Session: 1A, TR 10:30am – 11:20am, Boelter 5436.
• Instructor: Xinwei Yu (xinweiyu@math.ucla.edu)
• Office hours: Monday, Wednesday 10:30am – 11:45am in MS 7360.
• TA: Flynn Heiss (fheiss@math.ucla.edu)
• Office hours: T 12:30pm – 1:30pm, W 11:30am – 12:30pm in MS 3919.

• Textbook: Excerpts from “Linear and Nonlinear Programming” by S. Nash and A. Sofer.

  I will use my own lecture notes, most of which follows the course outline. I will specify the sections of the textbook you should read each week on the course homepage.

• Exams:

  • Midterm: Monday July 24, 9:30am – 10:30am, Boelter 5436.
  • Final: Thursday August 17, 9:30am – 11:30am, Boelter 5436.

• Lecture Notes, Homeworks, Exams, and recommended readings in the textbook

  • Lecture notes.
  • Solutions to homeworks by Mr. Flynn Heiss.
  1. Chapter 1, Sections 2.2, 2.3 (including 2.3.1). Homework 1 (due 07/06).
  2. Sections 2.4, 3.1, 4.1. Homework 2 (due 07/13).
  3. Sections 4.2, 4.3, 4.4. Homework 3 (due 07/20).
  4. Sections 5.2, 6.1. Homework 4 (due 07/27), Midterm Review, Midterm
  5. Sections 6.2 (including 6.2.1, 6.2.2), 10.2. Homework 5 (due 08/03), Midterm Solution.
  6. Sections 2.7 (including 2.7.1), 10.3, 14.2. Homework 6 (due 08/10).
  7. Sections 14.3, 14.4, 14.5 (equality constraints). Homework 7 (due 08/15), Final Review.
  8. Sections 14.5 (including 14.5.1). Final.

  The recommended readings are temporary and is subject to change.

  • Homeworks will be posted at the beginning of weeks 1 – 7.
  • The homeworks should be turned in to the TA in the Thursday discussion session in the following week (So you have about 10 days to finish a homework), except for the last one (Homework 7), which will be due on Tuesday.
  • No late homework will be accepted, unless with very good reasons. Please talk to the instructor before the homework is due if you have to miss the due date of that homework.
  • The lowest homework score will be dropped.
  • The exams will be open notes/textbook. Other books, calculators, PDAs or laptops are not allowed.
  • Please remember to bring a picture ID to the exams.

• Grading:

  • my.ucla.edu will be used.

  • Two schemes will be used.

    1. Homework: 20%; Midterm: 30%; Final: 50%.
    2. Homework: 20%; Final 80%.

    The final grade will be the higher one obtained from the two methods.

  • As a consequence, no make-up for midterm under any circumstances.
  • The final will cover all the materials. With about 40% points on materials before the midterm and 60% on those after.

  • The grade “incomplete” will only be given in very special cases, when a student

    • is doing well in the course, and
    • cannot take the final for a very serious and documented reason.
    • contacts the instructor before the final.