Syllabus for

Nonlinear Optimization - CO367/CM442
Winter 2013

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.

COURSE OUTLINE

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
- Introduction to Opt. on Youtube
- Convex Optimization videos
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Syllabus for

Nonlinear Optimization - CO367/CM442 Winter 2013

COURSE OUTLINE

Links

Nonlinear Optimization - CO367/CM442
Winter 2013