Note that there were no recitations during the weeks of the midterm exam (week 7), spring break (week 8), or Sloan Innovation Period (week 9).
LEC # | TOPICS | RECITATIONS |
---|---|---|
1 |
The Basic Problem Basic Definitions Weirstrass Theorems Necessary and Sufficient Conditions for Optimality |
(PDF) |
2 |
Newton’s Method When Newton’s Method Fails Rates of Convergence Quadratic Forms Eigenvectors/Eigenvalues/Decompositions |
(PDF) |
3 |
Method of Steepest Descent Why this Method is Good Why this Method is Bad Line Search Algorithm |
(PDF) |
4 |
Separating Hyperplanes Theorem of The Alternative (Farkas Lemma) Necessary Conditions for Optimum of Constrained Problem Finding Optima |
(PDF) |
5 |
When is KKT Necessary Sufficient Conditions Steepest Descent for Constrained Problems |
(PDF) |
6 |
Penalty/Barrier Methods Quiz Review |
(PDF) |
10 |
Importance of Duality Lagrangian Dual Approach Features of The Dual Column-Geometry Dual Approach Weak Duality Strong Duality |
(PDF) |