Note that there were no recitations during the weeks of the midterm exam (week 7), spring break (week 8), or Sloan Innovation Period (week 9).
| 1 |
The Basic Problem
Basic Definitions
Weirstrass Theorems
Necessary and Sufficient Conditions for Optimality |
(PDF) |
| 2 |
Newton's Method
When Newton's Method Fails
Rates of Convergence
Quadratic Forms
Eigenvectors/Eigenvalues/Decompositions |
(PDF) |
| 3 |
Method of Steepest Descent
Why this Method is Good
Why this Method is Bad
Line Search Algorithm |
(PDF) |
| 4 |
Separating Hyperplanes
Theorem of The Alternative (Farkas Lemma)
Necessary Conditions for Optimum of Constrained Problem
Finding Optima |
(PDF) |
| 5 |
When is KKT Necessary
Sufficient Conditions
Steepest Descent for Constrained Problems |
(PDF) |
| 6 |
Penalty/Barrier Methods
Quiz Review |
(PDF) |
| 10 |
Importance of Duality
Lagrangian Dual Approach
Features of The Dual
Column-Geometry Dual Approach
Weak Duality
Strong Duality |
(PDF) |
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