Course Summary
The first half of the course will be about unconstrained optimization. Line-search, trust region, and conjugate gradient methods will be introduced. The practical problems of implementing these and other Newton-like methods will be discussed.

For the last third of the course, we will give the basic theory of constrained optimization followed by an introduction to the simplex and interior point methods. As time permits, we will discuss nonlinear constrained optimization. Tentative Syllabus

September 2-12. Basics of Unconstrained Optimization. Chapters 1-2.

September 15-22. Line Search Methods. Chapter Three.

September 24-October 1. Trust Region Methods. Chapter Four.

October 3-13. Conjugate Gradient Methods. Chapter Five.

October 10 Study Break.

October 15-22 Practical Newton Methods. Chapter Six.

October 24 - November 5 . Theory of Constrained Optimization. Chapter 12

November 7 - 19 The Simplex Method . Chapter 13.

November 21 - December 5 Interior Point Methods. Chapter 14.

November 26-28 Thanksgiving Break.

As time permits Topics in Constrained Optimization from Chapters 15 and 16.

Grading The grading in this course will be based upon homeworks (including MATLAB programs) and a take home final exam. Roughly two-thirds of the grade will be based upon the homeworks and the remained third on the final.

A homework will be given about every week to two weeks.