Recitations

Note that there were no recitations during the weeks of the midterm exam (week 7), spring break (week 8), or Sloan Innovation Period (week 9).

LEC # TOPICS RECITATIONS
1 The Basic Problem
Basic Definitions
Weirstrass Theorems
Necessary and Sufficient Conditions for Optimality
(PDF)
2 Newton's Method
When Newton's Method Fails
Rates of Convergence
Quadratic Forms
Eigenvectors/Eigenvalues/Decompositions
(PDF)
3 Method of Steepest Descent
Why this Method is Good
Why this Method is Bad
Line Search Algorithm
(PDF)
4 Separating Hyperplanes
Theorem of The Alternative (Farkas Lemma)
Necessary Conditions for Optimum of Constrained Problem
Finding Optima
(PDF)
5 When is KKT Necessary
Sufficient Conditions
Steepest Descent for Constrained Problems
(PDF)
6 Penalty/Barrier Methods
Quiz Review
(PDF)
10 Importance of Duality
Lagrangian Dual Approach
Features of The Dual
Column-Geometry Dual Approach
Weak Duality
Strong Duality
(PDF)