Week 1: Jan. 7th, 2019
Introduction and problem definition
Optimality conditions
Iterative descent methods
[Lec 1], [Lec 2]
Homwork 1: Due on Jan. 14, 2019
Week 2: Jan. 14th, 2019
Unconstrained optimization
Descent direction design
Stepsize selection
[Lec 3], [Lec 4]
Homwork 2: Due on Jan. 24, 2019
Week 3: Jan. 23th, 2019
Rate of convergance (unconstrained optimization)
[Lec 5]
Homwork 3: Due on Feb. 7,2019
Week 4: Jan. 28th, 2019
Conjugate gradient methods for unconstrained optimization
Quasi-Newton methods for unconstrained optimization
[Lec 6], [Lec 7]
Week 5: Feb. 4th, 2019
Quasi-Newton methods for unconstrained optimization
Trust region method for unconstrained optimization
Constrained Optimization- Optimality conditions
Constrained Optimization- Lagrange multiplier theory for equality constraints
[Lec 8], [Lec 9]
Homwork 4: Due on Feb. 10, 2019
Week 6: Feb. 11th, 2019
Constrained Optimization- Lagrange multiplier theory for equality constraints
[Lec 10], [Lec 11]
Homwork 5: Due on Feb. 20, 2019
Week 7: Feb 21st, 2019
Constrained Optimization- Lagrange multiplier theory for equality constraints - penalty function method
Constrained Optimization- Lagrange multiplier theory for equality and inequality constraints
[Lec 12]
Homwork 6: Due on March 3, 2019
Week 8: Feb 25st, 2019
Constrained Optimization- Lagrange multiplier theory for equality and inequality constraints
Numerical Solvers for Constrained Optimization- Practical Penalty Function Method; Barrier Methods
[Lec 13], [Lec 14]
Homwork 7: Due on March 9, 2019
Week 9: Mar. 4th, 2019
Numerical Solvers for Constrained Optimization- Augmented Lagrangian Method; ADMM method; distributed optimization via ADMM method
[Lec 15,Lec16]
Week 9: Mar. 4th, 2019
Numerical Solvers for Constrained Optimization- Primal methods: Feasible direction method and gradient projection methods
[Lec 17,Lec18]
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