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 |