15.084J | Spring 2004 | Graduate

Nonlinear Programming

Calendar

LEC # TOPICS
1 Unconstrained Optimization Optimality Conditions
2 Convex Unconstrained Optimization Optimality Conditions
3 Newton’s Method
4 Quadratic Forms
5 Steepest Descent Method
6 Constrained Optimization Optimality Conditions I
7 Constrained Optimization Optimality Conditions II
8 Constrained Optimization Optimality Conditions III
9 Projection Methods for Equality Constrained Problems
10 Projection Methods/Penalty Methods
11 Penalty Methods
12 Barrier Methods, Conditional Gradient Method
13 Midterm Exam
14 Interior-Point Methods for Linear Optimization I
15 Interior-Point Methods for Linear Optimization II
16 Analysis of Convex Sets
17 Analysis of Convex Functions
18 Duality Theory I
19 Duality Theory II
20 Duality Theory III
21 Duality Theory IV
22 Generalized Programming and Subgradient Optimization
23 Semidefinite Optimization I
24 Semidefinite Optimization II
25 Semidefinite Optimization III
26 Extensions and Wrap-up

Course Info

Learning Resource Types
Lecture Videos
Lecture Notes