Class 20, C&O 466/666



  1. Penalty, Barrier, and Augmented Lagrangian Methods (Chap. 17)
    1. Quadratic Penalty Method
      • pgs 492-500, i.e. description, example, algorithmic framework, Theorems 17.1 (with proof) and 17.2 (without proof) .
      • discussion on ill-conditioning on pg 499 (equations 17.15, 17.16)
    2. Outline of Logarithmic Barrier Method, Pages 500-513