MATP6600 / DSES6780
Note: the math department webserver is back up,
so the links to the notes should work.
Copies of the notes have been placed on
Optimality conditions for nonlinear programming
Subspaces, affine sets,
convex sets, and cones
Extreme points and rays,
An iteration of the
Dimension and faces
packages on NEOS.
For a more detailed survey of nonlinear programming algorithms,
by Leyffer and Mahajan.
by Boyd and Vandenberghe.
nonlinear programming FAQ, including links to collections of
The NEOS Server
has some nonlinear programming packages available.
introduction to the conjugate gradient method without the agonizing pain,
by Jonathan Shewchuk.
A survey of pattern
search and related methods
of the Mathematical Optimization Society newsletter
discussing smoothing methods.
Slides on the
alternating direction method of multipliers,
by Stephen Boyd.
Here's the underlying
John Mitchell's homepage
Dept of Mathematical Sciences Course Materials