**Instructor: Thomas Yu, **email:** yut@drexel.edu
, **office: Korman 268, office hours:** Monday, Tuesday, Thursday
4:00-5:30p.m**

**Course Info. and Syllabus**

**Assigned Textbook****s: **

**Jorge Nocedal and Stephen Wright, Numerical Optimization, 2nd edition****Amir Beck, Introduction to Nonlinear Optimization****Stephen Boyd and Lieven Vandenberghe, Convex Optimization**

**Pre-requisite:** Linear Algebra, Multivariate
Calculus

**Grading policy:** 80% HW, 20% a final oral exam

**Lecture notes:
**

**Theory of Constrained Optimization 1**

**Theory of Constrained Optimization 2**

**Theory of Constrained Optimization 3
**

**Theory of Constrained Optimization 4**

**Linear Programming and Simplex
Method 1
**

**Linear Programming and Simplex
Method 2**

**Linear Programming, Shadow Price and
Game Theory**

**Linear Programming and Primal Dual
Interior Point Method 1**

**Linear Programming and Primal Dual
Interior Point Method 2**

**Unconstrained Optimization 3 : Some
convergence results of line search methods**

**Unconstrained Optimization 4: Newton
and Quasi-Newton methods**

**Unconstrained Optimization 5:
Quasi-Newton methods continued**

**Methods of Constrained
Optimization 1**

**Methods of Constrained
Optimization 2: Quadratic programming**

**Methods of Constrained
Optimization 3: Sequential quadratic programming (to be cont'd)
**