Modules / Lectures


Sl.No Chapter Name MP4 Download
1Lecture 01: Introduction and History of OptimizationDownload
2Lecture 02: Basics of Linear AlgebraDownload
3Lecture 03: Definiteness of MatricesDownload
4Lecture 04: Sets in R^nDownload
5Lecture 05: Limit Superior and Limit InferiorDownload
6Lecture 06: Order of ConvergenceDownload
7Lecture 07: Lipschitz and Uniform ContinuityDownload
8Lecture 08 and 09: Partial & Directional Derivatives and DiffernentiabilityDownload
9Lecture 10: Taylor's TheoremDownload
10Lecture 11: Convex Sets & Convexity Preserving OperationsDownload
11Lecture 12: Sepration ResultsDownload
12Lectures 13 & 14: Theorems of AlternativesDownload
13Lecture 15: Convex FunctionsDownload
14Lecture 16: Properties and Zeroth Order Characterization of Convex FunctionDownload
15Lecture 17: First-Order and Second-Order Characterization of Convex FunctionsDownload
16Lecture 18: Convexity Preserving OperationsDownload
17Lecture 19: Optimality and CoercivenessDownload
18Lecture 20 Part 1 - First-Order Optimality ConditioinDownload
19Lecture 20 Part 2 - Second-Order Optimality ConditioinDownload
20Lecture 21: General Structure of Unconstrained Optimization AlgorithmsDownload
21Lecture 22: Inexact Line SearchDownload
22Lecture 23 & 24: Globel Convergence of Descent MethodsDownload
23Lecture 25: Where Do Descent Methods Converge?Download
24Lecture 26: Scaling of VariablesDownload
25Lectures 27: Practical Stoping CriteriaDownload
26Lectures 28 & 29: Steepest Descent MethodDownload
27Lectures 30,31&32: Newton's MethodDownload
28Lectures 33, 34 & 35 - Quasi Newton MethodsDownload
29Lecture 36 & 37 - Conjugate Direction MethodsDownload
30Lecture 38 - Trust Region Methods - Part IDownload
31Lecture 38 - Trust Region Methods - Part IIDownload
32Lecture 39: A Revisit to Lagrange Multipliears MethodDownload
33Lecture 40: Special Cones for Contrained OptimizationDownload
34Lecture 41: Tangent ConeDownload
35Lectures 42 & 43: First-Order KKT Optimality ConditionsDownload
36Lecture 44: Second-Order KKT Optimality ConditionsDownload
37Lecture 45: Constraint QualificationsDownload
38Lectures 46 to 50 : Lagrangian Duality TheoryDownload
39Lectures 51, 52 & 53 : Methods for Linearly Constrained ProblemsDownload
40Lecture 54 : Interior-Point Method for QPPDownload
41Lecture 55 : Penalty MethodsDownload
42Lecture 56 : Sequential Quadratic Programming MethodDownload

Sl.No Chapter Name English
1Lecture 01: Introduction and History of OptimizationPDF unavailable
2Lecture 02: Basics of Linear AlgebraPDF unavailable
3Lecture 03: Definiteness of MatricesPDF unavailable
4Lecture 04: Sets in R^nPDF unavailable
5Lecture 05: Limit Superior and Limit InferiorPDF unavailable
6Lecture 06: Order of ConvergencePDF unavailable
7Lecture 07: Lipschitz and Uniform ContinuityPDF unavailable
8Lecture 08 and 09: Partial & Directional Derivatives and DiffernentiabilityPDF unavailable
9Lecture 10: Taylor's TheoremPDF unavailable
10Lecture 11: Convex Sets & Convexity Preserving OperationsPDF unavailable
11Lecture 12: Sepration ResultsPDF unavailable
12Lectures 13 & 14: Theorems of AlternativesPDF unavailable
13Lecture 15: Convex FunctionsPDF unavailable
14Lecture 16: Properties and Zeroth Order Characterization of Convex FunctionPDF unavailable
15Lecture 17: First-Order and Second-Order Characterization of Convex FunctionsPDF unavailable
16Lecture 18: Convexity Preserving OperationsPDF unavailable
17Lecture 19: Optimality and CoercivenessPDF unavailable
18Lecture 20 Part 1 - First-Order Optimality ConditioinPDF unavailable
19Lecture 20 Part 2 - Second-Order Optimality ConditioinPDF unavailable
20Lecture 21: General Structure of Unconstrained Optimization AlgorithmsPDF unavailable
21Lecture 22: Inexact Line SearchPDF unavailable
22Lecture 23 & 24: Globel Convergence of Descent MethodsPDF unavailable
23Lecture 25: Where Do Descent Methods Converge?PDF unavailable
24Lecture 26: Scaling of VariablesPDF unavailable
25Lectures 27: Practical Stoping CriteriaPDF unavailable
26Lectures 28 & 29: Steepest Descent MethodPDF unavailable
27Lectures 30,31&32: Newton's MethodPDF unavailable
28Lectures 33, 34 & 35 - Quasi Newton MethodsPDF unavailable
29Lecture 36 & 37 - Conjugate Direction MethodsPDF unavailable
30Lecture 38 - Trust Region Methods - Part IPDF unavailable
31Lecture 38 - Trust Region Methods - Part IIPDF unavailable
32Lecture 39: A Revisit to Lagrange Multipliears MethodPDF unavailable
33Lecture 40: Special Cones for Contrained OptimizationPDF unavailable
34Lecture 41: Tangent ConePDF unavailable
35Lectures 42 & 43: First-Order KKT Optimality ConditionsPDF unavailable
36Lecture 44: Second-Order KKT Optimality ConditionsPDF unavailable
37Lecture 45: Constraint QualificationsPDF unavailable
38Lectures 46 to 50 : Lagrangian Duality TheoryPDF unavailable
39Lectures 51, 52 & 53 : Methods for Linearly Constrained ProblemsPDF unavailable
40Lecture 54 : Interior-Point Method for QPPPDF unavailable
41Lecture 55 : Penalty MethodsPDF unavailable
42Lecture 56 : Sequential Quadratic Programming MethodPDF unavailable


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