# Lecture Notes

LEC # | Topics
--- | ---
1 | Introduction (PDF)
2 | Unconstrained Optimization - Optimality Conditions (PDF)
3 | Gradient Methods (PDF)
4 | Convergence Analysis of Gradient Methods (PDF)
5 | Rate of Convergence (PDF)
6 | Newton and Gauss - Newton Methods (PDF)
7 | Additional Methods (PDF)
8 | Optimization Over a Convex Set; Optimality Conditions (PDF)
9 | Feasible Direction Methods (PDF)
10 | Alternatives to Gradient Projection (PDF)
11 | Constrained Optimization; Lagrange Multipliers (PDF)
12 | Constrained Optimization; Lagrange Multipliers (PDF)
13 | Inequality Constraints (PDF)
14 | Introduction to Duality (PDF)
15 | Interior Point Methods (PDF)
16 | Penalty Methods (PDF)
17 | Augmented Lagrangian Methods (PDF)
18 | Duality Theory (PDF)
19 | Duality Theorems (PDF)
20 | Strong Duality (PDF)
21 | Dual Computational Methods (PDF)
22 | Additional Dual Methods (PDF)