- Aug 26 Introduction. Program for apples Chapter 1.1 - self study - Functions of one variable - first derivative and extremes
- Aug 28 Chapter 1.2 - definitions of closed,open set, ball, functions of more variables
- Aug 30 Chapter 1.2 and 1.3 - quadratic form, semidefinite matrices
- Sep 2 Labor day (no class)
- Sep 4 Principal minors for deciding if matrix is positive definite
**HW1 is due** - Sep 6 Coercive functions
- Sep 9 Eigenvalues and positive (semi)definite matrices
- Sep 11 Convex sets
**HW2 is due** - Sep 13 Convex functions
- Sep 16 Convex functions and AG inequality
- Sep 18 applications of AG inequality
**HW3 is due** - Sep 20 Geometric program and its dual
- Sep 23 Examples of solving geometric programs
- Sep 25 Properties of closest point in a convex set. Chapter 5.1
**HW4 is due** - Midterm time Sep 26, 145 AH from 6-9 pm
- Sep 27 Uniqueness and existence of closest point
- Sep 30 Separation and support theorem
- Oct 2 Definitions for general programs
**HW5 is due** - Oct 4 Linear programming applications
- Oct 7 More applications of linear programming Program 1 Program 2
- Oct 9 Farkas lemma and MP(z)
**HW6 is due** - Oct 11 MP and sensitivity vector
- Oct 14 KKT theorem - statement and first part of proof
- Oct 16 KKT theorem - finished proof, gradient version, example of usage
**HW7 is due** - Oct 18 extended AG inequality
- Oct 21 example of usage of extended AG on geometric program
- Oct 23 dual geometric program
**HW8 is due**

Program form the class: maximize (2/r)^r * (1/(-4+4r))^(-2+2r) * (1/(4-2r))^(1-r/2) * (1/(-1+2r))^(-1/2+r) * (-2+3r)^(-2+3r) * (0.5+0.5*r)^(0.5+0.5*r) where 1 <= r <= 2 - Oct 25 duality of geometric program and duality for everyone
- Oct 28 duality for everyone - in particular for linear programming
- Oct 30 penalty method - introduction
**HW9 is due** - Midterm time Oct 31, 145 AH from 6-9 pm
- Nov 1 penalty method - applications
- Nov 4 absolute value penatly methods
- Nov 6 coercive funcitons and duality gap
- Nov 8 Newton's method. Chapter 3.1
- Nov 11 Newton's method and steepest descent method, Chapter 3.1 and 3.2
- Nov 13 Steepest descent method and Wolfes theorem, Chapter 3.2 and 3.3
**HW 10 is due** - Nov 15 Sage, steepest descent and Broyden's method, Chapter 3.3 and 3.4
- Nov 18 Broyden's method 3.4
- Nov 20 BFGS and DFP
**HW 11 is due** - Nov 22
**NO CLASS** - Nov 25 Thanksgiving (no class)
- Nov 27 Thanksgiving (no class)
- Nov 29 Thanksgiving (no class)
- Dec 2 Interior point methods
- Dec 4
**NO CLASS** - Midterm time Dec 5, 145 AH from 6-9 pm
- Dec 6
**NO CLASS** - Dec 9 Semidefinite programming - only first 12 pages
- Dec 11 Semidefinite programming
- Dec 20 8:00-11:00 AM
**FINAL EXAM**- 345 Altgeld Hall