Calendar

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

Course Info

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notes Lecture Notes