====== Pensum ======

Final pensum in the course:

Chapters in Nocedal & Wright, Numerical Optimization, Second Edition, 2006:

  * ** Basics of optimization: ** Chap. 1, 2.
  * ** Line Search Methods: ** Chap. 3.1-3.3 (pp. 30-47).
  * ** Trust-Region Methods: ** Chap. 4.1, 4.3 (pp. 66-77 and 83-92).
  * ** Conjugate Gradient Methods: ** Chap. 5.
  * ** Quasi-Newton Methods: ** Chap. 6.1, 6.4 without SR1 method (pp. 135-143, 153-160).
  * ** Least-Squares Problems: ** Chap. 10.1-10.3 without large-residual problems (pp. 245-262).
  * ** Constrained Optimization: ** Chap. 12.1-12.5 without projected Hessians (pp. 304-336).
  * ** Linear Programming: ** Chap. 13.1-13.2, 14.1 (pp. 355-366, 392-406).
  * ** Quadratic Programming: ** Chap. 16.6 (pp. 480-485).
  * ** Penalty Methods: ** Chap. 17.1-17.3 (pp. 497-519).
  * ** Sequential Quadratic Programming: ** Chap. 18.1, 18.2, parts of 18.3 (merit functions), 18.4 (pp. 529-535, 540-543, 545-546).

Lecture notes:
  * {{:tma4180:2015v:existence.pdf|Minimizers of Optimization Problems}}
  * {{:tma4180:2015v:convex.pdf|Basics of Convex Analysis}}
  * {{:tma4180:2015v:calcvar.pdf|Basics of Calculus of Variations}}