Optimization Methods

This course is intended to give a broad treatment of the subject of practical optimization. Emphasis will be given to understanding the motivation and scope of various optimization techniques for constrained and unconstrained problems. The methods discussed include, but are not limited to: Newton's method and its variants, secant methods and conjugate gradient methods for unconstrained problems; active set methods, penalty methods and Lagrangian methods for constrained problems. In order to use, adapt and modify these methods, details that affect their performance will be discussed.