This section contains an entire set of lecture notes for the course.
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  | LEC # |  |  |  | TOPICS | 
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  |  |  |   | 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) |   |  |  |  
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