Math 651 Optimization-I first day handout.

Textbook. Optimization by Vector Space Methods pdf file.

Lecture Notes

lecture notes 1, lecture notes 2.1, lecture notes 2.2, lecture notes 2.3, lecture notes 2.4, lecture notes 2.5, lecture notes 3.1, lecture notes 3.2, lecture notes 3.3, lecture notes 3.4, lecture notes 4.0, lecture notes 4.1, lecture notes 4.2, lecture notes 4.3, lecture notes 5.1, lecture notes 5.3, lecture notes 5.7, lecture notes 5.9, lecture notes 5.11, lecture notes 5.12, lecture notes 6.1, lecture notes 6.9, Minimax Methods for Critical Points.

Homework Assignments

  • Homework Set 1 Hint-1, due on 09/19/2023.
  • Homework Set 2. Problems for Chapter 3, #3,4,5,6,7,8,17,20,21,22,23,24.Hints-1,Hints-2, due on 10/17/2023.
  • Homework Set 3. Problems for Chapter 4, #1,4,5,6,7,8,9 (+group assignments from #2,3,10,13,14,15,16 or 11,12).Hints, due on 11/7/2023.
  • Homework Set 4. Problems for Chapter 5, #1,6,7,9,15,16,17,21.Hints, due on ***
  • Homework Set 5. Problems for Chapter 6, #9,12,19,20. (in #19, to prove pointwise-convergence and norm-convergence.)Hints, due on ***
  • Homework hints for Chapters 5-6,

    The final project report will be presented in class 11/30/2023 and a written report will be submitted after you presentation

    Some References

  • Stepsize Rules
  • A Survey on Feasible Direction Methods(Optimal Control)
  • Constrained Optimization Methods
  • A Survey on Multiplier Methods
  • Constrained Optimization Methods(Book)
  • Optimization by Vector Space Methods