Course Outline & References
| Date | Topics | Reference |
| Jan 24 | Introduction to NLP, Definiteness of matrices | Appendix A2, B4, B5 |
| Jan. 31 | Fundamentals of Optimization | Sections 2.1 - 2.7 |
| Feb. 7 | Fundamentals, Basics of Unconstrained Opt. Optimality Conditions, Newton's Method | Sections 10.1, 10.2, 10.3 |
| Feb 14 | Class cancelled due to snow | |
| Feb 14 | Newton's Method (cont'd) Line Search Methods; | 10.3, 10.4 10.5; |
| Feb. 28 | Steepest-Descent Method; Quasi-Newton Methods | 11.1-11.3 |
| Mar. 7 | QN Methods (contd), Conjugate Gradient Methods Methods for Large-Scale Problems | 12.1, 12.2, 12.3 12.4 |
| Mar. 14 | Spring Break | |
| Mar. 21 | Linear Constraints | 3.1, 3.2. 3.3 |
| Mar. 28 | Midterm | |
| Apr. 4 | Optimality Conditions for Problems with Linear Constraints | 14.1-14.4 |
| Apr. 11 | Optimality Conditions for Nonlinear Constraints, | 14.4, 14.5, 14.8.2 |
| Apr. 18 | Optimality and Duality | 15.1-15.4 |
| Apr. 25 | Feasible Point Methods | 15.1-15.4 |
| May 2 | Barrier and Penalty Methods | 16.1-16.3 |
| May 9 | Final exam due |