**Quick jump links:**
Announcements Office Hours
Handouts etc. Handouts (most recent class)
Homework Solutions

- The course has now concluded. Final exam grades and course letter
grades are now posted on Sakai.

- There are no further office hours; please make an appointment by e-mail
if you need to see me.

- Each MATLAB code zip file is intended to contain a full self-contained
set of working modules, including possibly updated versions of all modules
distributed earlier. Unpack each zip file into a clean directory and
do not mix older and newer versions.

My office for meeting graduate students is in the RUTCOR building, room 155. Office hours: are

- Tuesdays 2:30-4:00pm, January 29 - April 30
- Planned cancelations: March 19 (Spring break), April 16 (prior commitment)

- Additional times by appointment; contact me by e-mail for an appointment.

Check the announcements section above for office hour
changes, extensions, additions, and cancelations.

- Wednesday, January 23. Introduction, convex sets and functions, local and global optimality
- Wednesday, January 30: Differential behavior of
convex functions,
unconstrained necessary and sufficient optimality conditions, line search methods
- saddle.fig (MATLAB graphics file; on Sakai due to file compatibility issues, use NetID password)
- Notes on gradient-related line-search methods (on Sakai, use NetID password)

- Wednesday, February 6: More line search methods,
rates of convergence
- First
collection of MATLAB code, as shown in class -- this code requires
an older version of MATLAB and runs slowly
- Related handout from class (now superseded)

- Updated first collection of MATLAB code -- requires a recent version of MATLAB (I have 2012b) and runs much faster
- Homework 2, due February 13 (updated February 7 to correct some typos)

- First
collection of MATLAB code, as shown in class -- this code requires
an older version of MATLAB and runs slowly
- Wednesday, February 13: Newton methods
- Notes on theoretical convergence of Newton methods (on Sakai, use NetID password)
- MATLAB code as of February 13 (contains all older modules as well, with minor updates)
- Homework 3, due February 20

- Wednesday, February 20: Conjugate and spectral gradient methods
- Wednesday, February 27: Pattern search methods, conic
approach local optimality under constraints
- MATLAB code as of February 27 -- contains funcdef10d file for take-home exam and solution code for homework 3
- Take-home midterm exam, due March 13

- Wednesday, March 6: Tangent cones of constraint systems, metric regularity, and Robinson's condition
- Wednesday, March 13: Constraint qualifications,
Lagrange multipliers

Wednesday, March 20:*No class, spring break*

- Wednesday, March 27: Lagrange multipliers with side
constraints, analytical applications of Lagrange multipliers
- Homework 5, due April 3 (homework 4 was the take-home midterm)

- Wednesday, April 3: Lagrangian duality
- Wednesday, April 10: Finish Lagrangian duality, whirlwind overview of constrained optimization methods
- Wednesday, April 17: Barrier / interior point methods
(guest lecture by Prof. Alizadeh)
- Handwritten class notes by Prof. Alizadeh (on Sakai)

- Wednesday, April 24: More barrier methods, start
penalty and augmented Lagrangian methods
- MATLAB code as of April 24 -- contains Newton barrier method
- MATLAB code as of April 25 -- minor update to April 24 code to make maximum stepsize in the line search match the formula on the board. Convergence now appears superlinear instead of the fast linear convergence we observed in class.

- Wednesday, May 1: Finish augmented Lagrangian methods
- MATLAB code as of May 1 -- includes equality-constrained augmented Lagrangian method
- Take-home final exam, due May 8 (watch your e-mail for a possible revision of the due date)

Unless otherwise noted, all solutions are in PDF format, viewable with Adobe Reader. All these links connect to Sakai and will require a Rutgers NetID login.

- Solution to homework 1
- Solution to homework 2
- Solution to homework 3
- Solution to take-home midterm (also known as homework 4)
- Solution to homework 5
- Solution to homework 6
- Solution to take-home final (also known as homework 7)