Day 
Sections 
Topic 
Assigned / Due 
M 8/27 
1.1, 1.2 
introduction; describe five examples; brainstorm on their solution

Assignment #1 (PDF) 
W 8/29 
1.3, 1.4, 1.5, 1.6 
cont.; optimization overview 

F 8/31 
2.1, 2.2 
basic definitions 

M 9/3 

no class: Labor Day 

W 9/5 
2.3 
convexity 
A #1 due (at start of class)
Assign. #2 (PDF) 
F 9/7 
B.4, B.5, B.6, B.7 
derivatives (gradient, Hessian, Jacobian) and convexity 

M 9/10 

cont. 

W 9/12 

cont. 
A #2 due (at start of class) 
F 9/14 
2.4 
iterative algorithms
Newton's method in Matlab (PDF) 
Assign. #3 (PDF) 
M 9/17 
2.7 
Newton's method for systems of equations 

W 9/19 
2.6 
Taylor's theorem in N dimensions
vistaylor.m
Newton convergence fractals: newtonfractal.m (images 1, 2)
and from Stefan A., the surprising image for 7.10 

F 9/21 
2.5 
rates of convergence 
A #3 due 
M 9/24 
3.1 
linear constraints 
A #3 due
Assign. #4 (PDF)

W 9/26 

cont. 

F 9/28 
3.2 
linear algebra 

M 10/1 

no lecture: Bueler away
slides on steepest descent (PDF) 
Assign. #5 (PDF) 
W 10/3 
4.1 
linear programming problems 

F 10/5 
4.2 
standard form 
A #4 due 
M 10/8 
4.3 
basic feasible solutions 
A #5 due 
W 10/10 
4.4 
theorems for standard form problems 
A #5 due
Assign. #6 (PDF) 
F 10/12 
5.1, 5.2 
the simplex method 

M 10/15 
5.3 
more on the simplex method
template for simplex method (PDF)
... filledin example (PDF) 

W 10/17 
5.4 
more on the simplex method
mysimplex.m
... booklpexample.m
... kleeminty.m 

F 10/19 
6.1,6.2 
the dual problem 
A #6 due 
M 10/22 

strong duality
Review Guide for Midterm (PDF)
... page number "solutions" (PDF) 

W 10/24 
11.1, 11.2 
unconstrained optimization 
Assign. #7 (PDF) 
F 10/26 

MIDTERM EXAM in class
... solutions to Midterm Exam (PDF) 
MIDTERM EXAM 
M 10/29 
11.3 
Newton's method for optimization
description of the project (PDF)
... empty project (PDF)
... LaTex source for empty project (.tex) 

W 10/31 
11.4 
guaranteeing descent 

F 11/2 
11.5 
guaranteeing convergence with line search 
A #7 due 
M 11/5 

cont. 
PROJECT I DUE
A #7 due 
W 11/7 
12.2 
on software; steepest descent 
Assign. #8 (PDF) 
F 11/9 
12.3 
quasiNewton methods
PROJECT PART I DUE in class 
PROJECT I DUE 
M 11/12 

cont.
image of table on board 

W 11/14 

cont.; overview of upcoming content
blank part I evaluation (PDF) 

F 11/16 
13.5, 12.4, 12.5 
limitedmemory quasiNewton
finite difference derivatives
derivativefree methods 
A #8 due 
M 11/19 
13.2, 13.3, 13.4 
(linear) conjugate gradients
nonlinear conjugate gradients
truncated Newton methods 
A #8 due
Assign. #9 (PDF) 
11/2123 

no class: Thanksgiving holiday 

M 11/26 
14.1 
constrained nonlinear optimization 

W 11/28 
14.2, 15.2 
linear equality constraints: optimality and reduced Newton 

F 11/30 
14.3 
Lagrange multipliers 

M 12/3 
14.4 
linear inequality constraints
Final Exam (PDF) 
A #9 due 
W 12/5 
14.5 
KKT conditions 

F 12/7 
14.6 
constrained methods (last lecture) 

T 12/11 

PROJECT PART II DUE in my Chapman 101 box at 5pm
blank part II evaluation (PDF) 
PROJECT II DUE 
Th 12/13 

takehome FINAL EXAM DUE in my Chapman 101 box at 5pm 
FINAL EXAM DUE 