Lecture Notes
This section contains an entire set of lecture notes for the course.
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LEC # |
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TOPICS |
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1 |
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INTRODUCTION (PDF) |
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2 |
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UNCONSTRAINED OPTIMIZATION - OPTIMALITY CONDITIONS (PDF) |
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3 |
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GRADIENT METHODS (PDF) |
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4 |
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CONVERGENCE ANALYSIS OF GRADIENT METHODS (PDF) |
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5 |
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RATE OF CONVERGENCE (PDF) |
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6 |
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NEWTON AND GAUSS - NEWTON METHODS (PDF) |
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7 |
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ADDITIONAL METHODS (PDF) |
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8 |
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OPTIMIZATION OVER A CONVEX SET; OPTIMALITY CONDITIONS (PDF) |
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9 |
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FEASIBLE DIRECTION METHODS (PDF) |
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10 |
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ALTERNATIVES TO GRADIENT PROJECTION (PDF) |
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11 |
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CONSTRAINED OPTIMIZATION; LAGRANGE MULTIPLIERS (PDF) |
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12 |
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CONSTRAINED OPTIMIZATION; LAGRANGE MULTIPLIERS (PDF) |
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13 |
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INEQUALITY CONSTRAINTS (PDF) |
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14 |
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INTRODUCTION TO DUALITY (PDF) |
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15 |
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INTERIOR POINT METHODS (PDF) |
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16 |
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PENALTY METHODS (PDF) |
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17 |
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AUGMENTED LAGRANGIAN METHODS (PDF) |
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18 |
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DUALITY THEORY (PDF) |
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19 |
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DUALITY THEOREMS (PDF) |
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20 |
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STRONG DUALITY (PDF) |
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21 |
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DUAL COMPUTATIONAL METHODS (PDF) |
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22 |
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ADDITIONAL DUAL METHODS (PDF) |
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