Nonlinear Programming

Lecture Notes

LEC #	TOPICS
1	Unconstrained Optimization Optimality Conditions (PDF)
2	Convex Unconstrained Optimization Optimality Conditions
3	Newton’s Method (PDF)
4	Quadratic Forms (PDF)
5	Steepest Descent Method (PDF - 2.2 MB)
6	Constrained Optimization Optimality Conditions I (PDF)
7	Constrained Optimization Optimality Conditions II
8	Constrained Optimization Optimality Conditions III
9	Projection Methods for Equality Constrained Problems (PDF)
10	Projection Methods/Penalty Methods (PDF)
11	Penalty Methods
12	Barrier Methods, Conditional Gradient Method (PDF)
13	Midterm Exam
14	Interior-Point Methods for Linear Optimization I (PDF)
15	Interior-Point Methods for Linear Optimization II
16	Analysis of Convex Sets (PDF)
17	Analysis of Convex Functions
18	Duality Theory I (PDF)
19	Duality Theory II
20	Duality Theory III
21	Duality Theory IV (PDF)
22	Generalized Programming and Subgradient Optimization (PDF)
23	Semidefinite Optimization I (PDF)
24	Semidefinite Optimization II
25	Semidefinite Optimization III
26	Extensions and Wrap-up