Optimization Theory

Notices

• Coursera Introduction

Mid. & Final Scores

Lecture Notes

• Statement (video), combined statement (video)

• Method of proof (video) - https://class.coursera.org/maththink-002/class/index (Week 1 lectures are helpful !)

• Ch.1 exercies (video)

• Vector spaces by J. A. Beachy (pdf)

• Linearly independent vectors (video)

• Linearly independent vectors, exercises, and proposition 2.1 (video)

• Basis, dimension (video)

• Basis, dimension, Proposition 2.2 (video)

• Rank of a matrix, Proposition 2.3 (video)

• Determinant (video1, video2, video3)

• Minor (video)

• Proposition 2.4 (video)

• Theorem 2.1 and 2.2 (video1, video2)

• Inner product (video)

• Cauchy-Schwarts Inequality (video)

• Transformation ex1 (video)

• Exercise 3.1 (video)

• Exercise 3.2 (video)

• Theorem 3.1 (video)

• Eigen value & Eigen vector (video1, video2)

• Theorem 3.2 (video)

• Mid 1 result

• Theorem 4.1 (video)

• Neighborhood (video1, video2)

• Chapter 5 (video1, video2, video3)

• Sect 5.5 Lecture note (pdf)

• Fig 5.5 (video)

• Sect 5.5 Level set and gradient (video1, video2)

• Theorem 5.2 (video)

• Sect 5.5 lecture note2 (pdf)

• Sect 5.5 Level set and gradient 2 (video)

• Sect 5.6 Taylor series (video)

• Sect 5.6 Taylor series 2 (video)

• Ch 6 lecture note (pdf)

• Final result

Homeworks

• HW#1 (due to Mar. 12)

• HW#2 (due to Mar. 19) (1) Prove Proposition 2.3, (2) Exercise 2.1, 2.2, 2.4