TU: 
4:006:00pm 
425 LATIMER HALL 
WE: 
4:005:00pm 
293 CORY HALL 
Lecture Notes 
Assigned 
Outline 

Lecture
01: Optimization in Engineering 
OACA
5.1 
Lecture
02: Mathematical Preliminaries 
OACA
5.2, 5.4op, 5.5op 
Lecture
03: Gradient Methods 

Lecture
04: Rate of Convergence & Efficiency 

Lecture
05: Newton’s Method 

Lecture
06: Conjugate Gradient Methods 

Lecture
07: Line Search Methods 

Lecture
08: QuasiNewton Methods 

Lecture
09: Minimization of Max Functions 

Lecture
10: Inequality Constraints 

Lecture
11: Equality and Inequality Constraints 

Lecture
12: Penalties, Sensitivity and Duality 

Lecture
13: Unconstrained Optimal Control 

Lecture
14: SQP Methods 

*Legend: (OACA) – Main Text; op – Operational
Knowledge (of theorems, etc)
Convex Analysis and Optimization, by D. Bertsekas, A. Nedic and A. Ozdaglar,
Athena Scientific; 2003
Nonlinear Programming, by D. Bertsekas, Athena Scientific; 2nd Edition,
1999
Treatise on Analysis, by J. A. Dieudonne, Academic Press; 1978
Convex Analysis, by R. T. Rockafellar, Princeton University
Press; 1970
Real and Complex Analysis, by W. Rudin, McGraw Hill; 3rd Edition, 1986