Notes

The notes below are initially from last year's class. They will be updated as we proceed through the spring quarter. Hard copies of the updated notes will be handed out in class.

1. Review of matrix factorizations
2. Overview of optimization software
3. Suggested projects
4. Iterative methods for symmetric
5. Iterative methods for square and rectangular systems
6. The primal simplex method
7. LUSOL: A basis factorization package
8. Basis LU updates
9. Primal-dual interior methods
10. MINOS Part 1 – the reduced-gradient method
11. Augmented Lagrangians – BCL methods
12. MINOS Part 2 – LCL methods
13. SQP Methods
14. SNOPT examples