Numerical Optimization Reading Group

About this seminar

A semester-long close reading of Nocedal and Wright's classic textbook, aimed at new members of the center.

Topics covered

• Line search methods
• Trust-region methods
• Quasi-Newton methods
• Constrained optimization
• Interior-point methods

Books & materials

• Numerical Optimization — Jorge Nocedal, Stephen J. Wright

How it was run

Each week one student presented a chapter for ~50 minutes, followed by an hour of whiteboard discussion and exercises. Attendance was mandatory for first-year students. The final two sessions were mini-project presentations.