Friday 8:00-11:00 Building 507 room 103

Notes: | HW | Date |

Math background, convex functions and single variable optimization | Nov 4,11 | |

Multivariable optimization without constraints: Necessary and sufficient conditions, pages 63-70 | HW exercise1 short partial sol , sol to 3 |
Nov 18 |

Multivariable optimization without constraints: Indirect Methods, pages 335-341 | Nov 25 | |

Steepest descent, condition number, zig zagging problem and Newton method | HW 2 Sol 2 | Dec 2 |

Marqurad methods, Direct Methods - Univariate method. | Dec 9 | |

Conjugate directions - Powell method | HW3 Sol3a Sol3b | Dec 16 |

Optimization with equality constraints : Necessary and sufficient conditions | HW4 Brief Sol4 | Dec 23 |

Optimization with inequality constraints :KKT conditions | HW5 sol sol2 | Dec 30 |

Convex Programming and Linear Programming :Formulating | HW6 sol | Jan 6 |

Linear Programming | Jan 13 | |

Linear Programming | HW7+sol | Jan 20 |

Review | Review questions - will solve b"h in class | Jan 27 |

Useful links

Background :http://www2.econ.iastate.edu/

Recommended books:

2) Engineering Optimization, S RAO