Sharif University of Technology

**Numerical Optimization**

- Proof of Necessary Conditions using P1->P2.
- Proof of Second-Order Necessary Conditions (SONC).
- Proof of 2nd order local convergence of Newton.
- Convergence of the Steepest Descent algorithm with ideal step-size.
- A summary on the concept of condition number of square matrices.
- Time of the Midterm Exam: Wednesday 14 Azar 1397.
- Time and location of the TA class: All Mondays, from 17:00 to 18:30 in class Alef-14 of Ibn-e-Sina Building.

- Homework 6:
- Chong's book (2nd Edtion), problems 20.4(b.c), 20.5(a,c), 20.8, 20.16, 20.17, 20.18.
- Due date: Sunday 27 Aban 1397.

- Homework 5:
- Chong's book (2nd Edtion), problems 20.1(a,c), 20.2, 20.4(a), 20.6(a), 20.7, 20.10 (Quadratic Programming).
- Due date: Tuesday 15 Aban 1397.
- For yourselves: 20.5(a).

- Homework 4. (type: Programming) Due date: Sunday 6 Aban 1397.
- Homework 3. (type: Manual) Due date: Sunday 22 Mehr 1397.
- Homework 2. (type: Manual) Due date: Sunday 15 Mehr 1397.
- Homework 1. (type: Programming) Due date: Tuesday 3 Mehr 1397.

- Jorge Nocedal and Stephen Wright, "Numerical Optimization," Springer, 2006.
- R. Fletcher, "Practical Methods of Optimization," Wiley, 1988.
- Dimitri P. Bertsekas, "Nonlinear Programming", 2nd Edition, Athena Science, 1995.
- Edwin K. P. Chong and Stanislaw H. Zak, "An Introduction to Optimization," Wiley, 2001.
- David G. Luenberger, " Linear and Nonlinear Programming," Addison-Wesley.

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