NOTES

The notes below are initially from last year's class. They will be updated as we go throughout the spring quarter.

1. Overview (pdf) + Optimization Jokes (pdf)
2. Iterative Methods for Symmetric Ax = b (pdf)
3. Iterative Methods for Square and Rectangular Systems (pdf)
4. The Primal Simplex Method (pdf)
5. Basis Updates (pdf)
6. LUSOL -- a Sparse Basis Package (pdf)
7. PDCO -- Primal-Dual Interior Methods (pdf)
8. MINOS Part 1 -- the Reduced-Gradient Method (pdf)
9. Augmented Lagrangian Methods (pdf)
10. MINOS Part 2 -- LCL Methods (pdf)
11. NPSOL and SNOPT -- SQP Methods (pdf)
    Listings: MINOS and SNOPT on Weapon and Spring problems (pdf)