Syllabus
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


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