Week |
Monday |
Wednesday |
Friday |

1 Aug 22 | Course Intro & Overview; Begin Review Syllabus | Linear Algebra Review (PDF) | |

2 Aug 29 | Calculus & Analysis Review (PDF) | Numerical Analysis Review
(convergence)
(rounding)
(stability)
HW #1 | Overview of Optimization |

3 Sep 5 | Labor Day Holiday | Methods for Unconstrained Problems; Case Study 1 | Scaling & Beginning Line Search Methods CS HW#1 |

4 Sep 12 | Wolfe Conditions | Convergence Theorems | Direction Methods HW#2 HW#1 Soln |

5 Sep 19 | Direction Methods | Total Line Search Methods | Total Line Search Methods |

6 Sep 26 | Trust Region Methods | Trust Region Methods | Trust Region Methods |

7 Oct 3 | Case Study; Conjugate Gradient HW#3 | Nonlinear Conjugate Gradient Method | Quasi-Newton Methods: Truncated Newton |

8 Oct 10 | Quasi-Newton Methods: Broyden-type Final Project Description | Quasi-Newton Methods: | Fall Break |

9 Oct 17 | Limited Memory BFGS HW#4 | Separable f Solutions to HW#2 | Partially Separable f |

10 Oct 24 | Finite Difference Approx to Hessian; Nonlinear Least Sqquares | Begin Constrained Minimization | Characterization of Solution |

11 Oct 31 | KKT conditions for solution | Survey of methods for constrained problems | Quadratic Programming HW#5 |

12 Nov 7 | Active Set Methods | Interior Point | Gradient Projection |

13 Nov 14 | Penalty Methods | Barrier Methods | Augmented Lagrangian; Begin SQP |

14 Nov 21 | SQP | Project Independent Study Day | Thanksgiving Holiday |

15 Nov 28 | |||

16 Dec 5 | (Last Day of Class) |