LEC # | Topics |
---|---|
1 | Introduction (PDF) |
2 | Unconstrained Optimization - Optimality Conditions (PDF) |
3 | Gradient Methods (PDF) |
4 | Convergence Analysis of Gradient Methods (PDF) |
5 | Rate of Convergence (PDF) |
6 | Newton and Gauss - Newton Methods (PDF) |
7 | Additional Methods (PDF) |
8 | Optimization Over a Convex Set; Optimality Conditions (PDF) |
9 | Feasible Direction Methods (PDF) |
10 | Alternatives to Gradient Projection (PDF) |
11 | Constrained Optimization; Lagrange Multipliers (PDF) |
12 | Constrained Optimization; Lagrange Multipliers (PDF) |
13 | Inequality Constraints (PDF) |
14 | Introduction to Duality (PDF) |
15 | Interior Point Methods (PDF) |
16 | Penalty Methods (PDF) |
17 | Augmented Lagrangian Methods (PDF) |
18 | Duality Theory (PDF) |
19 | Duality Theorems (PDF) |
20 | Strong Duality (PDF) |
21 | Dual Computational Methods (PDF) |
22 | Additional Dual Methods (PDF) |