Report Number: CS-TR-72-279
Institution: Stanford University, Department of Computer Science
Title: Topics in optimization.
Author: Osborne, Michael R.
Date: April 1972
Abstract: These notes are based on a course of lectures given at
Stanford, and cover three major topics relevant to
optimization theory. First an introduction is given to those
results in mathematical programming which appear to be most
important for the development and analysis of practical
algorithms. Next unconstrained optimization problems are
considered. The main emphasis is on that subclass of descent
methods which (a) requires the evaluation of first
derivatives of the objective function, and (b) has a family
connection with the conjugate direction methods. Numerical
results obtained using a program based on this material are
discussed in an Appendix. In the third section, penalty and
barrier function methods for mathematical programming
problems are studied in some detail, and possible methods for
accelerating their convergence indicated.