## Math 164: Optimization## Links## Textbook
## LecturesOptimization application: resource constrained revenue maximization (video) (slides) Optimization application: support vector machine (slides) (Matlab demo by Richard Stapenhurst) Basics of optimization: terminology, types of minimizers, optimality conditions (incomplete video) (slides) Gradient methods (slides) Newton's method, Modified Newton's method, and the Gauss-Newton method (slides) The Barzilai-Borwein method (slides) Conjugate direction methods Linear conjugate direction methods (slides) Krylov subspace, nonlinear CG, preconditioning (extra slides)
Linear programming Modeling and basic geometry (slides) (Matlab demo) The Simplex method (slides)
Basics of nonlinear optimization Algorithms for constrained optimization (slides) Major subfields of optimization (slides)
## HomeworkAssignment 1. Deadline: Monday, April 6th, 1pm. all future homework assignments will be posted in Piazza online forum
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