Syllabus for

Nonlinear Optimization - CO367/CM442
Winter 2015

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 Monday Jan 5 and end Monday Apr. 6, 2015.
Midterm EXAM: Wed. Feb. 11, 6:30-7:50pm in MC4060
Final EXAM: TBA

COURSE OUTLINE /LECTURES

Introduction to Nonlinear Optimization

Notation and general formalism
Preliminary calculus results

Unconstrained Optimization Cont...

Preliminary calculus and linear algebra results
Optimality conditions

Convex functions

Characterizations, critical points

Algorithms for unconstrained optimization

descent methods, Newton type methods

linear least squares, nondifferentiability

Underdetermined linear systems

Karush-Kuhn-Tucker optimality conditions

constraint qualifications

Lagrangians and Optimality Conditions and Duality

Algorithms for Unconstrained Optimization
- penalty and augmented Lagrangian methods
Links
- Introduction to Opt. on Youtube
- Convex Optimization lectures and videos
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