Review for  MIDTERM EXAM  ( Math 529 Friday, March  16).

See also the extra problems for the Midterm

CHAPTER 2, Fundamentals of Constrained Optimization
-local/global minimizer
-gradient, hessian
-First/Second Necessary condition 
-Second order necessary conditions
-Convex sets/functions
-local/global minimum for convex functions

- Review problems for CHAPTER 2:
 2.1  2.7, 2.8 2.9 


CHAPTER 3 Line Search Methods
-descent directions
-steepest descent direction/algorithm
-Newton direction/algorithm
-Wolfe conditions
-Backtracking algorithm
-steepest descent with exact step length for quadratic functions

-Review problems for Chapter 3
3.6, 3.13 
 


MORE review problems:

SEE  the ``Extra problems for the Midterm Exam''  UNDER 

Sakai/Resources/Reviews/

%%%%%%%%%%%%%%%%%%%%%%%%
CHAPTER 4 Trust Region Methods (NOT for Spring 2012)
-full step p^B
-dog leg method, [x p^U] [P^U, p^B]


%-Review problems for Chapter 4 

4.6, 
Prove that ||p^U|| <=||p^B|| for B-SPD 
%%%%%%%%%%%%%%%%%%\