Course videos

A complete set of instructional videos for the semester long course titled Optimization theory and methods are available in week-wise format here: https://nptel.ac.in/courses/108106478 and as a YouTube playlist here: https://www.youtube.com/playlist?list=PLyqSpQzTE6M8XNc8SxMLbUxdR7lDSuIGw

Course notes

Below are a set of (incomplete) course notes developed for the course. The course has a strong numerical flavour. Typically, a mix of senior undergraduate and beginning graduate students take this course. A strong prerequisite is linear algebra, and familiarity with programming is a big bonus. The course was offered as a MOOC July-Oct 2024 as a 12 week course on the NPTEL platform, and will be offered in "re-run" mode for two more iterations in 2025, 2026.

  1. Summary of background material

  2. Introduction to Optimization

  3. Unconstrained Optimization

  4. Line Search Methods

  5. Conjugate gradient methods

  6. Newton & quasi Newton methods

  7. Least squares problems

  8. Constrained optimization — first order

  9. Projected gradient method

To be added:

  1. KKT and duality

Note: In case you find that some of the math fonts in the above notes do not load correctly, try right clicking the missing font, then "math setings", then "math renderer" and then "Common HTML" to see if it is rendered correctly.

Notice:

  1. You may use these notes for academic purposes with an attribution to me and this page.

  2. You may not re-post this content anywhere without explicit permission from me.

Reference material

  1. Numerical Optimization by Nocedal and Wright, 2nd Ed. (2006) NW