BIB-VERSION:: CS-TR-v2.0
          ID:: STAN//CS-TR-72-279
       ENTRY:: October 16, 1995
ORGANIZATION:: Stanford University, Department of Computer Science
       TITLE:: Topics in optimization.
        TYPE:: Technical Report
      AUTHOR:: Osborne, Michael R.
        DATE:: April 1972
       PAGES:: 154
    ABSTRACT:: These notes are based on a course of lectures given at
               Stanford, and cover three major topics relevant to
               optimization theory. First an introduction is given to those
               results in mathematical programming which appear to be most
               important for the development and analysis of practical
               algorithms. Next unconstrained optimization problems are
               considered. The main emphasis is on that subclass of descent
               methods which (a) requires the evaluation of first
               derivatives of the objective function, and (b) has a family
               connection with the conjugate direction methods. Numerical
               results obtained using a program based on this material are
               discussed in an Appendix. In the third section, penalty and
               barrier function methods for mathematical programming
               problems are studied in some detail, and possible methods for
               accelerating their convergence indicated.
       NOTES:: [Adminitrivia V1/Prg/19951016]
         END:: STAN//CS-TR-72-279