Syllabus

Wk	Lec	Date	Topic	Noc.,Wri.	Hwk
1 2 3 4 5 6 7 8 9	1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17	03/31 04/02 04/07 04/09 04/14 04/16 04/21 04/23 04/28 04/30 05/05 05/07 05/12 05/14 05/19 05/21 05/28	Goal of optimization. Unconstrained optimization. Overview of algorithms. Line-search methods. Trust-region methods. Conjugate gradient methods. Quasi-Newton methods. Constrained optimization. Lagrange multipliers. Linear programming. Duality. Simplex method. Interior point methods for linear programming. Quadratic programming. Nonlinear programming. Penalty, log-barrier methods. Augmented Lagrangian method. Sequential quadratic programming. Review of constrained optimization.	Chap.1 Sect.2.1 Sect.2.2 Chap.3 Chap.4 Chap.5 Chap.8, 9.1 Chap.12 Sect.13.1 Chap.13 Chap.14 Chap.16 Ch.15, Sect.17.1-3 Sect.17.4 Chap.18	#1 #2 #3 #4 #5 #6 #7 #8