MA5630 Lectures
Spring 2003

Note: The lectures are available in either PDF or HTML. However, the HTML pages are generated automatically using the command latex2html, which cannot always handle complicated mathematics correctly. I do not have time to maintain the HTML pages directly, so they will only be correct if latex2html works correctly.

I will mark with an asterisk those lectures for which the HTML pages were not generated correctly. (The HTML pages may still be useful, since typically the problems are confined to a small part of the document.)

• First examples PDF HTML
  
• Local approximation of nonlinear functions PDF HTML
  
• *Optimality conditions for unconstrained minimization PDF HTML
  
• The spectral theorem PDF HTML
  
• Newton's method PostScript PDF HTML
  
• Globalizing Newton's method: Descent Directions (I) PostScript PDF HTML
  
• *Globalizing Newton's method: Descent Directions (II) (REVISED) PostScript PDF HTML
  
• Globalizing Newton's method: Line searches PostScript PDF HTML
  
• Globalizing Newton's method: Line searches (II) (preliminary version) PostScript PDF HTML
  
• Nonlinear least-squares and nonlinear equations PostScript PDF HTML
  
• Trust region methods PostScript PDF HTML
  
• Stopping tests PostScript PDF HTML
  
• Finite difference derivatives PostScript PDF HTML
  
• *Lagrange multipliers (I) PostScript PDF HTML
  
• *Lagrange multipliers (II) PostScript PDF HTML
  
• Lagrange multipliers (III) PostScript PDF HTML
  
• The quadratic penalty method (CORRECTED-AGAIN!) PostScript PDF HTML
  
• The augmented Lagrangian method PostScript PDF HTML
  
• Introduction to inquality-constrained optimization PostScript PDF HTML
  
• Optimality conditions for inequality-constrained optimization PostScript PDF HTML
  
• Analysis of the logarithmic barrier method PostScript PDF HTML
  
• Infeasible point methods for inequality-constrained NLPs (unfinished) PostScript PDF HTML
  
• The general nonlinear program PostScript PDF HTML
  
• Introduction to Sequential Quadratic Programming PostScript PDF HTML
  
• Sequential quadratic programming for general NLPs PostScript PDF HTML
  
• An active set algorithm for convex QPs (updated) PostScript PDF HTML