C6.2 Continuous Optimisation (202324)
Topic outline


Introduction. Optimality conditions for unconstrained problems. (2021 Videos 13; Sheet 1)

Methods for unconstrained optimization. Linesearch algorithms (2021 Videos 46; Sheet 2)

Steepest descent methods (2021 Video 7, Sheet 2)

Newton's method for unconstrained optimization (2021 Videos 89; Sheet 2)

QuasiNewton methods. Nonlinear leastsquares and GaussNewton methods. (2021 Videos 1011; Sheet 3)

Trust region methods. (2021 Videos 1214, Sheet 3)

Optimality conditions for constrained problems. (2021 Videos 1516, Sheet 4)

Penalty methods for constrained optimization (2021 Videos 17, Sheet 4)

Augmented Lagrangian methods (2021 Videos 18, Sheet 4)

Interior point methods for inequality constrained optimization problems (2021 Videos 1920, Sheet 4)

SQP methods for constrained optimization (2021 Video 21) The content here is nonexaminable.

Complete proof of trust region methods convergence. Proof of secondorder optimality conditions for constrained problems.

Mathematical Background. Resources and bibliography


