**************************************************************************** * The following topics were substantially covered in the class: 1. Convex sets, convex cones (and the dual), convex functions. Strong convexity. 2. Convex optimization problems : - definition of convex opt problem - inequality constrained problems; generalized inequality constrained problems - Rockafellar-Pshenichni optimality condition 3. (Lagrangian) Duality - how to write down the Lagrangian - how to find the hidden constraints - how to write down the dual functional - how to write down the dual - weak duality theorem - strong duality theorem - constraint qualifications (e.g. Slater condition), conditions that imply strong duality - KKT conditions 4. Steepest descent 5. Newton's method - how to write the Newton system for an unconstrained / equality constrained problem - damped Newton's method - Newton decrement 6. interior point method - log-barrier function : find the log-barrier function corresponding to an inequality constraint - barrier method : writing an inequality-constrained problem as an unconstrained problem with the new objective function including the barrier function Note that, as mentioned in the class, this exam will not be like the mid-term, where you have all the questions straight from the assignments. **************************************************************************** *