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