This is a graduate level introductory course focusing on optimization fundamentals and their practical applications.
These slides keep being updated through the course.
Introduction
1. Vectors and matrices
2. Algebra background
3. Derivatives
4. Nonlinear equations
5. Optimization problems
6. Unconstrained optimization
7. Least squares
8. Constrained optimization
9. Convex optimization
10. Special convex optimization problems
11. Duality
12. Algorithms for constrained optimization
13. Neural networks