| Week | Dates | topics | Notes |
| Week 1 | Jan 4 - Jan 6 | Optimization examples and applications | |
| Week 2 | Jan 9 - Jan 13 | Introduction to unconstrained minimization | |
| Week 3 | Jan 16 - Jan 20 | Algorithms for unconstrained minimization | |
| Week 4 | Jan 23 - Jan 27 | Trust Region Methods | |
| Week 5 | Jan 30 - Feb 3 | Large scale unconstrained minimization | |
| Week 6 | Feb 6 - Feb 10 | Introduction to constrained minimization | |
| Week 7 | Feb 13 - Feb 17 | Optimality conditions | |
| Week 8 | Feb 27 - Mar 2 | Optimality and Duality | |
| Week 9 | Mar 5 - Mar 9 | Algorithms for constrained mimization | |
| Week 10 | Mar 12 - Mar 16 | Interior-point methods | |
| Week 11 | Mar 19 - Mar 23 | General penalty, barrier methods | |
| Week 12 | Mar 26 - Apr 2 | Sequential quadratic programming methods |
Henry Wolkowicz, Department of Combinatorics and Optimization, University of Waterloo, 200 University Ave. W., Waterloo, ON N2L 3G1, http://orion.uwaterloo.ca/~hwolkowi/
handed out 2012-Jan-4.