(Continuous) Optimization

Schedule.

Week 1.
  • Monday January 10. What is optimization? Examples. Convexity and other concepts/
  • Wednesday Jan. 12. Basics of optimization. prototypes. solutions.


    Week 2.
  • Monday Jan 17. The fundamental optimality conditions for unconstrained optimization. (some review of calculus)
  • Wednesday Jan 19. Overview of algorithms. (some review of order notation). Line Search versus Trust Region.

    Week 3.
  • Monday Jan 24. Search directions for line search. A little more about Trust region.
  • Wednesday Jan 26. Step Size Selection. Wolfe Conditions.

    Proposed date for midterm: February 16th. 530-7pm.

    Week 4.
  • Monday January 31st. Zoutendijk's Condition and Global Convergence
  • Wednesday February 2. Convergence Theorems for Line Search Algorithms. Hessian Modification.[Assignment 1 due.]
  • Friday Feb. 4 [Assignment 2 assigned.]

    Week 5.
  • Monday Feb 7. Step Size Algorithms
  • Wednesday Feb 9. Conjugrate Gradient Method

    Week 6.
  • Monday Feb 14th. Conjugate Gradient.
  • Wednesday Feb 16th. Nonlinear Conjugate Gradient Algorithms.[Midterm 530 - 700 PM.]
  • Friday Feb 18th.[Assignment 2 due.]

    Week 7. Reading Break

    Week 8.
  • Monday Feb 28. Trust Region Method
  • Wednesday March 2 Trust Region Method. Convergence.