Slides

Disclaimer: These slides are the work of ghosts of 620-361 lecturers past, namely: Dr. Danny Ralph, A/Prof. Natashia Boland, Prof. Peter Taylor, Dr. Andre Costa, and A/Prof. Felisa Vazquez-Abad. They have also been modified by Yao-ban Chan and Christina Burt.

• Week 1
  1. Monday, 3rd of March (Introduction)
  2. Wednesday, 5th of March (Fibonacci search)
  3. Friday, 7th of March (Golden section search, False position search, Newton's method)
• Week 2
  1. Monday, 10th of March (Comparison of 1d methods)
  2. Wednesday, 12th of March (Half-open intervals, Armijo-Goldstein and Wolff conditions, Review of vector calculus)
  3. Friday, 14th of March (First- and second-order minimum conditions)
• Week 3
  1. Monday, 17th of March (Descent methods)
  2. Wednesday, 19th of March (Descent methods, Steepest descent method)
• Week 4
  1. Monday, 31st of March (Algorithm convergence, Newton's method)
  2. Wednesday, 2nd of April (Newton's method, Quasi-Newton methods)
  3. Friday, 4th of April (Quasi-Newton methods)
• Week 5
  1. Monday, 7th of April (Quasi-Newton methods)
  2. Wednesday, 9th of April (Comparison of unconstrained n-dimensional methods)
  3. Friday, 11th of April (Lagrange's conditions)
• Week 6
  1. Monday, 14th of April (Lagrange's conditions, Second-order theorems)
  2. Wednesday, 16th of April (Second-order theorems, Interpretation of Lagrange multipliers)
  3. Friday, 18th of April (KKT conditions)
• Week 7
  1. Monday, 21st of April (KKT conditions, KKT constraint qualifications)
  2. Wednesday, 23rd of April (KKT examples)
• Week 8
  1. Monday, 28th of April (Second-order sufficient conditions)
  2. Wednesday, 30th of April (Interpretation of KKT multipliers, l_2 penalty method)
  3. Friday, 2nd of May (l_2 penalty method, Log-barrier penalty method)
• Week 9
  1. Monday, 5th of May (Exact penalty methods, Convex programming basics)
  2. Wednesday, 7th of May (Assignment 2 solution)
  3. Friday, 9th of May (Lagrangian saddlepoint theorem)
• Week 10
  1. Monday, 12th of May (Lagrangian duality)
  2. Wednesday, 14th of May (Lagrangian duality, Wolfe duality)
  3. Friday, 16th of May (Wolfe duality, Augmented Lagrangian method)
• Week 11
  1. Monday, 19th of May and Wednesday, 21st of May (Revision)

Practice Classes

1. Friday, 14th of March
2. Friday, 4th of April
3. Friday, 11th of April
4. Friday, 18th of April
5. Friday, 2nd of May
6. Friday, 9th of May
7. Friday, 16th of May
8. Friday, 23rd of May

Practice Class Solutions

1. Friday, 14th of March
2. Friday, 4th of April
3. Friday, 11th of April
4. Friday, 18th of April
5. Friday, 2nd of May
6. Friday, 9th of May
7. Friday, 16th of May
8. Friday, 23rd of May