Syllabus for
This course provides an introductory treatment of topics in
Nonlinear Optimization. This includes a
hands-on approach with exposure to user friendly existing software packages.
(see
CVX)
Lectures start Tuesday Jan 8 and end Thursday Apr. 4/ 2013.
FINAL EXAM: Monday, April 15, 7:30-10:00PM in PAC3.
-
Review of: basic calculus, linear algebra, geometry.
-
Optimality Criteria; Quadratic Functions
-
Convex Sets and Functions
-
Iterative Methods for Unconstrained Optimization
-
Convex Programming and the Karush-Kuhn-Tucker, KKT, Conditions
-
Penalty and Barrier Functions
-
Penalty and Barrier Methods and Lagrange Multipliers
Links
,