Course videos

A complete set of instructional videos for the semester long course titled Optimization theory and methods are available in week-wise format here: https://nptel.ac.in/courses/108106478 and as a YouTube playlist here: https://www.youtube.com/playlist?list=PLyqSpQzTE6M8XNc8SxMLbUxdR7lDSuIGw

Course notes

Below are a set of (incomplete) course notes developed for the course. The course has a strong numerical flavour. Typically, a mix of senior undergraduate and beginning graduate students take this course. A strong prerequisite is linear algebra, and familiarity with programming is a big bonus. The course was offered as a MOOC July-Oct 2024 as a 12 week course on the NPTEL platform, and will be offered in "re-run" mode for two more iterations in 2025, 2026.

  1. Summary of background material

  2. Introduction to Optimization

  3. Unconstrained Optimization

  4. Line Search Methods

  5. Conjugate gradient methods

  6. Newton & quasi Newton methods

  7. Least squares problems

  8. Constrained optimization — first order

To be added:

  1. Projected gradient method

  2. KKT and duality

Notice:

  1. You may use these notes for academic purposes with an attribution to me and this page.

  2. You may not re-post this content anywhere without explicit permission from me.

Reference material

  1. Numerical Optimization by Nocedal and Wright, 2nd Ed. (2006) NW