CO 466/666: Continuous Optimization
Problem Set 5
H. Wolkowicz
Winter 2012.
Handed out: 2012-Feb-27.
Due: 2012-Mar-9, at the start of class.
Contents
1 Lagrange Multiplier Theorem
1
1
Lagrange Multiplier Theorem
Consider the abstract convex program discus

CO 466/666: Continuous Optimization
Problem Set 2
H. Wolkowicz
Winter 2012.
Handed out: 2012-Jan-21.
Due: 2012-Jan-30, at the start of class.
Contents
1 Line Search Methods
1
2 Trust Region Method
2
3 Derivatives/Taylor Series Approximations
2
1
Line Sear

CO 466/666: Continuous Optimization
Problem Set 2
H. Wolkowicz
Winter 2012.
Handed out: 2012-Jan-21.
Due: 2012-Jan-30, at the start of class.
Contents
1 Line Search Methods
2
2 Trust Region Method
4
3 Derivatives/Taylor Series Approximations
4
1
1
Line Se

CO 466/666: Continuous Optimization
Problem Set 2
H. Wolkowicz
Winter 2012.
Handed out: 2012-Feb-9.
Due: 2012-Feb-17, at the start of class.
Contents
1 Hyperplane Separation Theorems
1
2 Finitely Generated Cone and Theorems of the Alternative
1
3 Problems

CO 466/666: Continuous Optimization
Problem Set 1
H. Wolkowicz
Winter 2012.
Handed out: 2012-Jan-11.
Due: 2012-Jan-20, at the start of class.
Contents
1 Characterizations of Optimality
1
2 Steepest Descent Method
1
3 Newtons Method
2
1
Characterizations o