Proseminar 'Optimization and Variational Calculus', SS 2010/11
Home exercises:

• Week 2 (exercises 1-7) - unconstrained optimization, convex sets, convex and quasiconvex functions. Distributed on 08.03.2011.
• Week 3 (exercises 8-13) - convex hull, Separating Hyperplane Theorem, Farkas' Lemma. Distributed on 16.03.2011.
• Week 4 (exercises 14-19) - Transposition Theorem, convex polyhedra. Distributed on 22.03.2011.
• Week 6 (exercises 20-23) - optimality conditions: equality constraints. Distributed on 05.04.2011.
• Week 7 (exercises 24-28) - optimality conditions: general constraints. Distributed on 13.04.2011.
• Week 10 (exercises 29-31) - duality. Distributed on 18.04.2011.
• Week 13 (exercises 32-35) - descent methods, line search. Distributed on 25.05.2011.
• Week 14 (exercises 36-40) - Newton method, Sequential Quadratic Programming. Distributed on 01.06.2011.

Software project:

• project description
• some useful info for the presentation

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Mihály Csaba Markót, 27-06-2011.