March 2nd, 2010.

PDF DJVU

N/A.

• Comments about homework.

• Taxonomy of Optimization
• Line search algorithms
• Simple Gradient descent algorithms
• The Hessian matrix and its uses
• Stochastic gradient algorithms

Two very different books:

• P. G. Ciarlet: Introduction to Numerical Linear Algebra and Optimization. Cambridge University Press, 1989.
• Yu. Nesterov: Introductory Lectures On Convex Optimization. Springer-Verlag, 2003.