MATH
309
Continuous Optimization
Course Syllabus
.
Lecture slides
Introduction
Unconstrained optimization:
part 1
,
part 2
.
Constrained optimization:
part 1
,
part 2
,
part 3
,
part 4
.
Convex programming
part 1
,
part 2
Penalty and Barrier Methods
Further Examples and Applications
Assignment and Solutions
Assignment 1
(due January 17th),
solution
Assignment 2
(due February 2nd),
solution
Assignment 3
(due February 28th),
solution
Assignment 4
(due March 13th),
solution
Assignment 5
(due March 30th),
solution
Assignment 6
(optional),
solution
Review notes, practice problems and exams
Review Notes:
first midterm
,
second midterm
,
final exam
Practice problems:
first midterm
,
second midterm
,
final exam
Exams:
Midterm 1
on February 9th,
solution
Midterm 2
on March 22nd,
solution
Final exam
on April 15th