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Computer - Numerical Optimization

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Numerical Optimization by Dr. Shirish K. Shevade, Department of Computer Science and Engineering, IISc Bangalore. For more details on NPTEL visit http://nptel.iitm.ac.in

Self-Study Content
  1. Mod-01 Lec-01 Introduction

    Numerical Optimization by Dr. Shirish K. Shevade, Department of Computer Science and Engineering, II

  2. Mod-02 Lec-02 Mathematical Background

    Numerical Optimization by Dr. Shirish K. Shevade, Department of Computer Science and Engineering, II

  3. Mod-02 Lec-03 Mathematical Background (contd)

    Numerical Optimization by Dr. Shirish K. Shevade, Department of Computer Science and Engineering, II

  4. Mod-03 Lec-04 One Dimensional Optimization - Optimality Conditions

    Numerical Optimization by Dr. Shirish K. Shevade, Department of Computer Science and Engineering, II

  5. Mod-03 Lec-05 One Dimensional Optimization (contd)

    Numerical Optimization by Dr. Shirish K. Shevade, Department of Computer Science and Engineering, II

  6. Mod-04 Lec-06 Convex Sets

    Numerical Optimization by Dr. Shirish K. Shevade, Department of Computer Science and Engineering, II

  7. Mod-04 Lec-07 Convex Sets (contd)

    Numerical Optimization by Dr. Shirish K. Shevade, Department of Computer Science and Engineering, II

  8. Mod-05 Lec-08 Convex Functions

    Numerical Optimization by Dr. Shirish K. Shevade, Department of Computer Science and Engineering, II

  9. Mod-05 Lec-09 Convex Functions (contd)

    Numerical Optimization by Dr. Shirish K. Shevade, Department of Computer Science and Engineering, II

  10. Mod-06 Lec-10 Multi Dimensional Optimization - Optimality Conditions, Conceptual Algorithm

    Numerical Optimization by Dr. Shirish K. Shevade, Department of Computer Science and Engineering, II

  11. Mod-06 Lec-11 Line Search Techniques

    Numerical Optimization by Dr. Shirish K. Shevade, Department of Computer Science and Engineering, II

  12. Mod-06 Lec-12 Global Convergence Theorem

    Numerical Optimization by Dr. Shirish K. Shevade, Department of Computer Science and Engineering, II

  13. Mod-06 Lec-13 Steepest Descent Method

    Numerical Optimization by Dr. Shirish K. Shevade, Department of Computer Science and Engineering, II

  14. Mod-06 Lec-14 Classical Newton Method

    Numerical Optimization by Dr. Shirish K. Shevade, Department of Computer Science and Engineering, II

  15. Mod-06 Lec-15 Trust Region and Quasi-Newton Methods

    Numerical Optimization by Dr. Shirish K. Shevade, Department of Computer Science and Engineering, II

  16. Mod-06 Lec-16 Quasi-Newton Methods - Rank One Correction, DFP Method

    Numerical Optimization by Dr. Shirish K. Shevade, Department of Computer Science and Engineering, II

  17. Mod-06 Lec-17 Quasi-Newton Methods - Rank One Correction, DFP Method

    Numerical Optimization by Dr. Shirish K. Shevade, Department of Computer Science and Engineering, II

  18. Mod-06 Lec-18 Conjugate Directions

    Numerical Optimization by Dr. Shirish K. Shevade, Department of Computer Science and Engineering, II

  19. Mod-06 Lec-19 Quasi-Newton Methods - Rank One Correction, DFP Method

    Numerical Optimization by Dr. Shirish K. Shevade, Department of Computer Science and Engineering, II

  20. Mod-07 Lec-20 Constrained Optimization - Local and Global Solutions, Conceptual Algorithm

    Numerical Optimization by Dr. Shirish K. Shevade, Department of Computer Science and Engineering, II

  21. Mod-07 Lec-21 Feasible and Descent Directions

    Numerical Optimization by Dr. Shirish K. Shevade, Department of Computer Science and Engineering, II

  22. Mod-07 Lec-22 First Order KKT Conditions

    Numerical Optimization by Dr. Shirish K. Shevade, Department of Computer Science and Engineering, II

  23. Mod-07 Lec-23 Constraint Qualifications

    Numerical Optimization by Dr. Shirish K. Shevade, Department of Computer Science and Engineering, II

  24. Mod-07 Lec-24 Convex Programming Problem

    Numerical Optimization by Dr. Shirish K. Shevade, Department of Computer Science and Engineering, II

  25. Mod-07 Lec-25 Second Order KKT Conditions

    Numerical Optimization by Dr. Shirish K. Shevade, Department of Computer Science and Engineering, II

  26. Mod-07 Lec-26 Second Order KKT Conditions (contd)

    Numerical Optimization by Dr. Shirish K. Shevade, Department of Computer Science and Engineering, II

  27. Mod-08 Lec-27 Weak and Strong Duality

    Numerical Optimization by Dr. Shirish K. Shevade, Department of Computer Science and Engineering, II

  28. Mod-08 Lec-28 Geometric Interpretation

    Numerical Optimization by Dr. Shirish K. Shevade, Department of Computer Science and Engineering, II

  29. Mod-08 Lec-29 Lagrangian Saddle Point and Wolfe Dual

    Numerical Optimization by Dr. Shirish K. Shevade, Department of Computer Science and Engineering, II

  30. Mod-09 Lec-30 Linear Programming Problem

    Numerical Optimization by Dr. Shirish K. Shevade, Department of Computer Science and Engineering, II

  31. Mod-09 Lec-31 Geometric Solution

    Numerical Optimization by Dr. Shirish K. Shevade, Department of Computer Science and Engineering, II

  32. Mod-09 Lec-32 Basic Feasible Solution

    Numerical Optimization by Dr. Shirish K. Shevade, Department of Computer Science and Engineering, II

  33. Mod-09 Lec-33 Optimality Conditions and Simplex Tableau

    Numerical Optimization by Dr. Shirish K. Shevade, Department of Computer Science and Engineering, II

  34. Mod-09 Lec-34 Simplex Algorithm and Two-Phase Method

    Numerical Optimization by Dr. Shirish K. Shevade, Department of Computer Science and Engineering, II

  35. Mod-09 Lec-35 Duality in Linear Programming

    Numerical Optimization by Dr. Shirish K. Shevade, Department of Computer Science and Engineering, II

  36. Mod-09 Lec-36 Interior Point Methods - Affine Scaling Method

    Numerical Optimization by Dr. Shirish K. Shevade, Department of Computer Science and Engineering, II

  37. Mod-09 Lec-37 Karmarkar's Method

    Numerical Optimization by Dr. Shirish K. Shevade, Department of Computer Science and Engineering, II

  38. Mod-10 Lec-38 Lagrange Methods, Active Set Method

    Numerical Optimization by Dr. Shirish K. Shevade, Department of Computer Science and Engineering, II

  39. Mod-10 Lec-39 Active Set Method (contd)

    Numerical Optimization by Dr. Shirish K. Shevade, Department of Computer Science and Engineering, II

  40. Mod-10 Lec-40 Barrier and Penalty Methods, Augmented Lagrangian Method and Cutting Plane Method

    Numerical Optimization by Dr. Shirish K. Shevade, Department of Computer Science and Engineering, II

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