Sl.No | Chapter Name | MP4 Download |
---|---|---|
1 | Lecture 1A : Introduction | Download |
2 | Lecture 1B : Isoperimetric problem | Download |
3 | Lecture 1C : Review of real analysis (sequences and convergence) | Download |
4 | Lecture 2A : Bolzano-Weierstrass theorem and completeness axiom | Download |
5 | Lecture 2B : Open sets, closed sets and compact sets | Download |
6 | Lecture 2C : Continuity and Weierstrass theorem | Download |
7 | Lecture 3A : Weierstrass theorem | Download |
8 | Lecture 3B : Different solution concepts | Download |
9 | Lecture 3C : Different types of constraints | Download |
10 | Lecture 4A : Taylor's theorem | Download |
11 | Lecture 4B: First order sufficient condition | Download |
12 | Lecture 4C : Second order necessary condition | Download |
13 | Lecture 5A : Least square regression | Download |
14 | Lecture 5B : Least square regression (continued) | Download |
15 | Lecture 5C : Implicit function theorem | Download |
16 | Lecture 6A : Optimization with equality constraints and introduction to Lagrange multipliers - I | Download |
17 | Lecture 6B :Optimization with equality constraints and introduction to Lagrange multipliers - II | Download |
18 | Lecture 6C :Least norm solution of underdetermined linear system | Download |
19 | Lecture 7A: Transformation of optimization problems - I | Download |
20 | Lecture 7B : Transformation of optimization problems - II | Download |
21 | Lecture 7C: Transformation of optimization problems - III | Download |
22 | Lecture 8A: Convex Analysis - I | Download |
23 | Lecture 8B: Convex Analysis - II | Download |
24 | Lecture 8C: Convex Analysis - III | Download |
25 | Lecture 9A: Polyhedrons | Download |
26 | Lecture 9B: Minkowski-Weyl Theorem | Download |
27 | Lecture 9C: Linear Programming Problems | Download |
28 | Lecture 10A: Extreme points and optimal solution of an LP | Download |
29 | Lecture 10B: Extreme points and optimal solution of an LP (continued) | Download |
30 | Lecture 10C: Extreme points and basic feasible solutions | Download |
31 | Lecture 11A: Equivalence of extreme point and BFS | Download |
32 | Lecture 11B: Equivalence of extreme point and BFS (continued) | Download |
33 | Lecture 11C: Examples of Linear Programming | Download |
34 | Lecture 12A: Weak and Strong duality | Download |
35 | Lecture 12B: Proof of strong duality | Download |
36 | Lecture 12C: Proof of strong duality (continued) | Download |
37 | Lecture 13A: Farkas' lemma | Download |
38 | Lecture 13B: Max-flow Min-cut problem | Download |
39 | Lecture 13C: Shortest path problem | Download |
40 | Lecture 14A: Complementary Slackness | Download |
41 | Lecture 14B: Proof of complementary slackness | Download |
42 | Lecture 14C: Tangent cones | Download |
43 | Lecture 15A:Tangent cones (continued) | Download |
44 | Lecture 15B: Constraint qualifications, Farkas' lemma and KKT | Download |
45 | Lecture 16A: KKT conditions | Download |
46 | Lecture 16B:Convex optimization and KKT conditions | Download |
47 | Lecture 17A: Slater condition and Lagrangian Dual | Download |
48 | Lecture 17B: Weak duality in convex optimization and Fenchel dual | Download |
49 | Lecture 17C: Geometry of the Lagrangian | Download |
50 | Lecture 18A: Strong duality in convex optimization - I | Download |
51 | Lecture 18B: Strong duality in convex optimization - II | Download |
52 | Lecture 18C: Strong duality in convex optimization - III | Download |
53 | Lecture 19A: Line search methods for unconstrained optimization | Download |
54 | Lecture 19B: Wolfe conditions | Download |
55 | Lecture 19C: Line search algorithm and convergence | Download |
56 | Lecture 20A: Steepest descent method and rate of convergence | Download |
57 | Lecture 20B: Newton's method | Download |
58 | Lecture 20C: Penalty methods | Download |
59 | Lecture 21A: L1 and L2 Penalty methods | Download |
60 | Lecture 21B: Augmented Lagrangian methods | Download |
61 | Lecture 21C: Cutting plane methods | Download |
62 | Lecture 22: Interior point methods for linear programming | Download |
63 | Lecture 23A: Dynamic programming: Inventory control problem | Download |
64 | Lecture 23B: Policy and value function | Download |
65 | Lecture 24A: Principle of optimality in dynamic programming | Download |
66 | Lecture 24B: Principle of optimality applied to inventory control problem | Download |
67 | Lecture 24C: Optimal control for a system with linear state dynamics and quadratic cost | Download |
Sl.No | Chapter Name | English |
---|---|---|
1 | Lecture 1A : Introduction | Download To be verified |
2 | Lecture 1B : Isoperimetric problem | Download To be verified |
3 | Lecture 1C : Review of real analysis (sequences and convergence) | Download To be verified |
4 | Lecture 2A : Bolzano-Weierstrass theorem and completeness axiom | Download To be verified |
5 | Lecture 2B : Open sets, closed sets and compact sets | Download To be verified |
6 | Lecture 2C : Continuity and Weierstrass theorem | Download To be verified |
7 | Lecture 3A : Weierstrass theorem | Download To be verified |
8 | Lecture 3B : Different solution concepts | Download To be verified |
9 | Lecture 3C : Different types of constraints | Download To be verified |
10 | Lecture 4A : Taylor's theorem | Download To be verified |
11 | Lecture 4B: First order sufficient condition | Download To be verified |
12 | Lecture 4C : Second order necessary condition | Download To be verified |
13 | Lecture 5A : Least square regression | Download To be verified |
14 | Lecture 5B : Least square regression (continued) | Download To be verified |
15 | Lecture 5C : Implicit function theorem | Download To be verified |
16 | Lecture 6A : Optimization with equality constraints and introduction to Lagrange multipliers - I | Download To be verified |
17 | Lecture 6B :Optimization with equality constraints and introduction to Lagrange multipliers - II | Download To be verified |
18 | Lecture 6C :Least norm solution of underdetermined linear system | Download To be verified |
19 | Lecture 7A: Transformation of optimization problems - I | Download To be verified |
20 | Lecture 7B : Transformation of optimization problems - II | Download To be verified |
21 | Lecture 7C: Transformation of optimization problems - III | Download To be verified |
22 | Lecture 8A: Convex Analysis - I | Download To be verified |
23 | Lecture 8B: Convex Analysis - II | Download To be verified |
24 | Lecture 8C: Convex Analysis - III | Download To be verified |
25 | Lecture 9A: Polyhedrons | Download To be verified |
26 | Lecture 9B: Minkowski-Weyl Theorem | Download To be verified |
27 | Lecture 9C: Linear Programming Problems | Download To be verified |
28 | Lecture 10A: Extreme points and optimal solution of an LP | Download To be verified |
29 | Lecture 10B: Extreme points and optimal solution of an LP (continued) | Download To be verified |
30 | Lecture 10C: Extreme points and basic feasible solutions | Download To be verified |
31 | Lecture 11A: Equivalence of extreme point and BFS | Download To be verified |
32 | Lecture 11B: Equivalence of extreme point and BFS (continued) | Download To be verified |
33 | Lecture 11C: Examples of Linear Programming | Download To be verified |
34 | Lecture 12A: Weak and Strong duality | Download To be verified |
35 | Lecture 12B: Proof of strong duality | Download To be verified |
36 | Lecture 12C: Proof of strong duality (continued) | Download To be verified |
37 | Lecture 13A: Farkas' lemma | Download To be verified |
38 | Lecture 13B: Max-flow Min-cut problem | Download To be verified |
39 | Lecture 13C: Shortest path problem | Download To be verified |
40 | Lecture 14A: Complementary Slackness | Download To be verified |
41 | Lecture 14B: Proof of complementary slackness | Download To be verified |
42 | Lecture 14C: Tangent cones | Download To be verified |
43 | Lecture 15A:Tangent cones (continued) | Download To be verified |
44 | Lecture 15B: Constraint qualifications, Farkas' lemma and KKT | Download To be verified |
45 | Lecture 16A: KKT conditions | Download To be verified |
46 | Lecture 16B:Convex optimization and KKT conditions | Download To be verified |
47 | Lecture 17A: Slater condition and Lagrangian Dual | Download To be verified |
48 | Lecture 17B: Weak duality in convex optimization and Fenchel dual | Download To be verified |
49 | Lecture 17C: Geometry of the Lagrangian | Download To be verified |
50 | Lecture 18A: Strong duality in convex optimization - I | Download To be verified |
51 | Lecture 18B: Strong duality in convex optimization - II | Download To be verified |
52 | Lecture 18C: Strong duality in convex optimization - III | Download To be verified |
53 | Lecture 19A: Line search methods for unconstrained optimization | Download To be verified |
54 | Lecture 19B: Wolfe conditions | Download To be verified |
55 | Lecture 19C: Line search algorithm and convergence | Download To be verified |
56 | Lecture 20A: Steepest descent method and rate of convergence | Download To be verified |
57 | Lecture 20B: Newton's method | Download To be verified |
58 | Lecture 20C: Penalty methods | Download To be verified |
59 | Lecture 21A: L1 and L2 Penalty methods | Download To be verified |
60 | Lecture 21B: Augmented Lagrangian methods | Download To be verified |
61 | Lecture 21C: Cutting plane methods | Download To be verified |
62 | Lecture 22: Interior point methods for linear programming | Download To be verified |
63 | Lecture 23A: Dynamic programming: Inventory control problem | Download To be verified |
64 | Lecture 23B: Policy and value function | Download To be verified |
65 | Lecture 24A: Principle of optimality in dynamic programming | Download To be verified |
66 | Lecture 24B: Principle of optimality applied to inventory control problem | Download To be verified |
67 | Lecture 24C: Optimal control for a system with linear state dynamics and quadratic cost | Download To be verified |
Sl.No | Language | Book link |
---|---|---|
1 | English | Not Available |
2 | Bengali | Not Available |
3 | Gujarati | Not Available |
4 | Hindi | Not Available |
5 | Kannada | Not Available |
6 | Malayalam | Not Available |
7 | Marathi | Not Available |
8 | Tamil | Not Available |
9 | Telugu | Not Available |