Final Exam -- Dec. 5-7
(Take-Home Final)

Part VI Interior-Point Methods
Dec. 3 - 5 Lecture Notes

Assignment VI (Dec. 10) 11.3, 11.6, 11.9

Lecture 22 (Dec. 5) Primal-dual interior-point methods, Implementation

Lecture 21 (Dec. 3) Inequality constrained minimization problems, Logarithmic barrier function and central path, The barrier method

Third In-Class Midterm -- Nov. 26

Part V: Unconstrained and Equality Constrained Minimizations
Nov. 5 - 21 Lecture Notes (Unconstrained Opt.)
Lecture Notes (Equality Constrained Opt.)

Second In-Class Midterm -- Oct. 31
Review Materials :
HW Problems: 4.5, 4.8, 4.11, 4.22 || 5.1, 5.11
Additional Problems: 5.4, 5.7, 5.14, 5.19
Examples in Sections: 4.4.1 || 5.1.5, 5.2.4

Part IV Duality
Oct. 15 - 24 Lecture Notes

Assignment IV (Oct. 31) 5.1, 5.3, 5.5, 5.11, 5.13, 5.27

Lecture 14 (Oct. 24) Examples & Review

Lecture 13 (Oct. 22) Optimality conditions, Perturbation and sensitivity analysis

Lecture 12 (Oct. 17) Saddle-point interpretation

Lecture 11 (Oct. 15) The Lagrange dual function, The Lagrange dual problem

Part III: Convex Optimization Problems
Oct. 3 - Oct. 10 Lecture Notes

Assignment III (Oct. 15) 4.2, 4.5, 4.8, 4.11, 4.15, 4.22.

Lecture 10 (Oct. 10) Quadratic optimization problems, Geometric programming

Lecture 9 (Oct. 8) Convex optimization, Linear optimization problems

Lecture 8 (Oct. 3) Optimization problems

First In-Class Midterm -- Oct. 1
Review Materials :
HW Problems: 2.2, 2.9(a), 2.10(a), 2.12 || 3.2, 3.16
Additional Problems: 2.4, 2.7, 2.11, 2.20 || 3.9, 3.14, 3.17, 3.18
Textbook Examples: 2.8, 2.11, 2.12, 2.19, 2.21 || 3.3, 3.5, 3.6, 3.10, 3.11
Examples in Section 3.1.5

Part II: Convex Functions
Sept. 17 - Sept. 26 Lecture Notes

Assignment II (Oct. 1) 3.2, 3.5, 3.16, 3.24, 3.36(a), 3.42, 3.49(a).

Lecture 7 (Sept. 24) Quasiconvex functions

Lecture 6 (Sept. 19) Operations that preserve convexity

Lecture 5 (Sept. 17) Basic properties and examples

Part I: Convex Set
Aug. 27 - Sept. 12 Lecture Notes

Assignment I (Sept. 17) 2.2, 2.9, 2.10(a), 2.12, 2.15, 2.28.

Lecture 4 (Sept. 5) Generalized inequalities, Separating and supporting hyperplanes

Lecture 3 (Sept. 3) Operations that preserve convexity

Lecture 2 (Aug. 29) Some important examples

Lecture 1 (Aug. 27) Affine and convex sets