| 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) |