麻省理工学院「开放式课程网页」 | 电机工程与资讯科学 | 6.252J 2003春季课程：非线性规划

这门课程以一整套课堂讲稿为主，辅以其他一些供学生在课程中使用的资料。这些资料主要来自教材——《非线性规划》（第二版），Dimitri P.Bertsekas教授著（更多信息请参见出版社网址）

This course features a full set of lecture notes, in addition to other materials used by students in the course. The materials are largely based on the textbook, Nonlinear Programming: 2nd Edition, written by Professor Dimitri Bertsekas (see the publisher's site for more information).

6.252J 是“通信、控制和信号处理”学科中的一门核心课程。这门课程提供了一种对非线性最优化问题解析的和计算的统一方法。这门课程的主题包括：无约束最优化方法，约束最优化方法，凸分析，拉格朗日松弛法，不可微函数最优化，以及在整数规划上的应用。这门课程也包括了对最优化条件，拉格朗日乘子理论，和对偶理论的综合论述。整个课程会涉及控制，通信，动力系统和资源分配问题上的应用。

（译注：这里说的处理非线性最优化问题的方法有两种：一种是解析法（analytical approach），即给出非线性最优化问题解明确的解析式；另一种方法是计算法(computational approach)，即数值计算法。这两种方法是并列的。）
6.252J is a course in the department's "Communication, Control, and Signal Processing" concentration. This course provides a unified analytical and computational approach to nonlinear optimization problems. The topics covered in this course include: unconstrained optimization methods, constrained optimization methods, convex analysis, Lagrangian relaxation, nondifferentiable optimization, and applications in integer programming. There is also a comprehensive treatment of optimality conditions, Lagrange multiplier theory, and duality theory. Throughout the course, applications are drawn from control, communications, power systems, and resource allocation problems.

技术需求

许多开发工具都可以用来编译和运行在本课程的网址中找到的.fortran文件。如需专门的指导或建议，请参考课堂资料。

Any number of development tools can be used to compile and run the .fortran files found on this course site. Please refer to the course materials for any specific instructions or recommendations.