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