Lecture notes Here is a list of notes and presentations written by Harald Krogstad. Basic Mathematical Tools Low-dimensional, unconstrained problems The Trust Region Quadratic Problem Comments about the Conjugate Gradient Method Least-Squares Optimization MATLAB Optimization Toolbox (unconstrained) Karush-Kuhn-Tucker Theorem, example Linear Programming Tutorial Slides about LP and optimal network flow Quadratic Programming Basics, slides, Matlab examples Penalty and Barrier Methods Note about Inverse Problems, slides Moving the Derivative Inside the Integral Sign Minimum transit time - The Brachistochrone The Frechet Derivative and Classical Mechanics