Lectures & Scribes

  1. Introduction to Optimization, 05 Aug notes

  2. Background summary — Linear Algebra, 06 Aug notes

  3. Background summary — Analysis, 12 Aug notes

  4. Background summary — Calculus, 19 Aug notes

  5. Unconstrained optimization — intro, 23 Aug notes

  6. Unconstrained optimization — descent dirs, 26 Aug notes

  7. Line search methods — Wolfe conditions, 27 Aug notes

  8. Line search methods — Convergence, 02 Sep notes

  9. Line search methods — Rate, 03 Sep notes

  10. Conjugate gradient method — intro, 09 Sep notes

  11. Conjugate gradient method — details, 15 Sep notes

  12. MATLAB coding session — SD v/s CG, 16 Sep matlab

  13. Preconditioned conjugate gradient, and nonlinear CG — 17 Sep notes

  14. Newton methods — introduction, 23 Sep notes

  15. Hessian modifications, quasi Newton methods, 24 Sep notes

  16. Least squares problems, linear variant, 30 Sep notes

  17. Nonlinear least squares problems, 01 Oct notes

  18. Constrained optimization — introduction, 06 Oct notes

  19. Constrained optimization — first order necessary conds, 21 Oct notes

  20. Constrained optimization — proof of KKT conds, 22 Oct notes

  21. Constrained optimization — critical cone, 2nd order conditions, 28 Oct notes

  22. Constrained optimization — KKT conditions and duality, 29 Oct notes

  23. Constrained optimization — Duality, weak and strong, notes

Topics & Notes

  1. Introduction to Optimization

  2. Summary of background material

  3. Unconstrained optimization

  4. Line search methods

  5. Conjugate gradient methods

  6. Newton & quasi Newton methods

  7. Least squares problems

Course outline

TAs

  1. Aggraj Gupta

  2. Sushmitha Shree

  3. Jaswanthi Mandalapu

  4. Narendra Deconda

Prerequisite

Linear algebra

Broad course contents

  1. Unconstrained optimization

  2. Constrained optimization

  3. Non-smooth optimization (time permitting)

References books

  1. Numerical Optimization by Jorge Nocedal and Stephen J. Wright, Springer, 2006. Available online. Keyword NW

  2. Convex Optimization by Stephen Boyd and Lieven Vandenberghe, Oxford University Press, 2009. Available online. Keyword: BL

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