LEC # | Topics |
---|---|
1 | Introduction |
2 | Unconstrained Optimization - Optimality Conditions |
3 | Gradient Methods |
4 | Convergence Analysis of Gradient Methods |
5 | Rate of Convergence |
6 | Newton and Gauss - Newton Methods |
7 | Additional Methods |
8 | Optimization Over a Convex Set; Optimality Conditions |
9 | Feasible Direction Methods |
10 | Alternatives to Gradient Projection |
11 | Constrained Optimization; Lagrange Multipliers |
12 | Constrained Optimization; Lagrange Multipliers |
13 | Inequality Constraints |
14 | Introduction to Duality |
15 | Interior Point Methods |
16 | Penalty Methods |
17 | Augmented Lagrangian Methods |
18 | Duality Theory |
19 | Duality Theorems |
20 | Strong Duality |
21 | Dual Computational Methods |
22 | Additional Dual Methods |
Calendar
Course Info
Instructor
As Taught In
Spring
2003
Level
Learning Resource Types
notes
Lecture Notes