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Lecture Notes from Fall 2015 (Smooth & Nonsmooth Optimization)

• Preliminaries
• Lecture 1 - Unconstrained Optimization, Optimality Conditions
• Lecture 2 - Unconstrained Optimization, Line Search Methods
• Lecture 3 - Practical Newton Methods
• Lecture 4 - Practical BFGS
• Lecture 5 - Constrained Optimization, First Order Optimality Conditions
• Lecture 6 - Constrained Optimization, Lagrangian and Second Order Optimality Conditions
• Lecture 7 - Primal-Dual Interior Point Methods for Linear Programs
• Lecture 8 - Penalty and Barrier Methods for Nonlinear Programs
• Lecture 9 - Lagrangian Duality
• Lecture 10 - Strong Duality
• Lecture 11 - Nonsmooth Analysis and Optimization
• Lecture 12 - Nonsmooth Analysis for Convex Functions
• Lecture 13 - Algorithms for Convex Nonsmooth Optimization
• Lecture 14 - Duality Theory for Semidefinite Programs
• Lecture 15 - Functions Differentiable Almost Everywhere

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