Math 651 Optimization-I first day handout.
Textbook. Optimization by Vector Space Methods
pdf file
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Lecture Notes
lecture notes 1
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lecture notes 2.1
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lecture notes 2.2
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lecture notes 2.3
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lecture notes 2.4
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lecture notes 2.5
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lecture notes 3.1
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lecture notes 3.2
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lecture notes 3.3
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lecture notes 3.4
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lecture notes 4.0
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lecture notes 4.1
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lecture notes 4.2
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lecture notes 4.3
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lecture notes 5.1
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lecture notes 5.3
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lecture notes 5.7
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lecture notes 5.9
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lecture notes 5.11
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lecture notes 5.12
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lecture notes 6.1
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lecture notes 6.9
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Minimax Methods for Critical Points
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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
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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
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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