The screens used in presentation of the lectures are available for downloading in .pdf (Portable Document Format).

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• NLP Overview (2).pdf, or (8).pdf
• APL Introduction (2).pdf, or (8).pdf
• Preliminaries
  • Time value of money (interest factors) (2).pdf, or (8).pdf
  • Solving Linear Equations (1).pdf, or (8).pdf
  • Convexity (1).pdf, or (8).pdf
  • Taylor's Formula (1).pdf, (2).pdf, or (8).pdf
• Unconstrained Nonlinear Optimization
  • Newton's Method (2).pdf, or (8).pdf
  • One-Dimensional Searches (2).pdf, or (8).pdf
  • Unconstrained Search Algorithms (2).pdf, or (8).pdf
  • Search Examples (2).pdf, or (8).pdf
• Constrained Nonlinear Programming
  • The Farkas Lemma (2).pdf, or (8).pdf
  • Optimality Conditions (2).pdf, or (8).pdf
  • Lagrangian Duality (2).pdf, or (8).pdf
  • Feasible Directions Algorithm (2).pdf, or (8).pdf
  • Gradient Projection Algorithm (2).pdf, or (8).pdf
  • Generalized Reduced Gradient Algorithm (2).pdf, or (8).pdf
• Geometric Programming
  (Constrained optimization of generalized polynomials)
  • Arithmetic-Geometric Mean Inequality (2).pdf, or (8).pdf
  • Unconstrained GP (2).pdf, or (8).pdf
  • Constrained GP (2).pdf, or (8).pdf
  • Application: Wastewater Treatment (2).pdf, or (8).pdf
  • Application: Cargo Ship Design (2).pdf, or (8).pdf
  • Sensitivity to inflation of costs (2).pdf, or (8).pdf
  • Generalized LP dual for GP (2).pdf, or (8).pdf
  • Signomial GP (2).pdf, or (8).pdf
  • Signomial GP via Condensation (2).pdf, or (8).pdf
  • Signomial GP algorithm: example (1).pdf
  • Example: Coal Slurry Pipeline (1).pdf
  • Extending GP to nonstandard forms (1).pdf
• Quadratic Programming
  (Quadratic objective function with linear constraints)
  • QP Duality (2).pdf, or (8).pdf
  • Hildreth & D'Espo Algorithm for QP dual (2).pdf, or (8).pdf
  • Complementary Pivoting Algorithm (2).pdf, or (8).pdf
  • Complementary Pivoting Example (2).pdf, or (8).pdf
  • Optimal Portfolio (2).pdf, or (8).pdf
  • Sequential QP Approximation of NLP (2).pdf, or (8).pdf
• Dynamic/Quadratic Programming
  (Multi-period optimization, with quadratic objective and linear transitions)
  • One-dimensional case (2).pdf, or (8).pdf
  • N-dimensional case (2).pdf, or (8).pdf
  • Multiple Reservoir Operation (2).pdf, or (8).pdf
  • Sequential Approximation Method (2).pdf, or (8).pdf
• Interior-Point Methods
  • Penalty & Barrier Functions (1).pdf, (2).pdf, or (8).pdf
  • Pathfollowing Algorithm for LP (1).pdf or (8).pdf
  • Example: Pathfollowing Algorithm for LP (1).pdf or (8).pdf
  • Pathfollowing Algorithm for GP (1).pdf, or (8).pdf
  • Monomial Pathfollowing Algorithm (1).pdf, or (8).pdf
• Separable Programming
  • Introduction to Separable Programming (2).pdf, or (8).pdf
  • Separable Programming with Grid Refinement (2).pdf, or (8).pdf

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