
Introduction to Optimization
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Lecture 4-5: Convex sets and functions

Lecture 2-3: Derivatives of multivariate functions: Gradient and Hessian

Lecture 1b, Linear algebra refresh:

Lecture 1a, Introduction; Examples of unconstrained and constrained optimization problems:

Lecture 16 Conic programming 1

Lecture 15 Minimax theorem, game theory and Lagrange duality

Lecture 14 Lagrange multipliers and penalty function method. Augmented Lagrangian

Lecture 13. Summary of unconstrained optimization. Optimization with constraints

