Course - Continuous Optimisation HT26

Created: January 19, 2026 | Updated: January 22, 2026 | About these notes | View in context | Study these flashcards

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• Course webpage
• Lecture notes (old):
  • 1a, Problems and solutions. Optimality conditions for unconstrained optimisation
  • 1b, Problems and solutions. Optimality conditions for unconstrained optimisation
  • 2, Problems and solutions. Optimality conditions for unconstrained optimisation
  • 3a, Methods for unconstrained optimisation. Linesearch algorithms
  • 3b, Methods for unconstrained optimisation. Linesearch algorithms
  • 4, Methods for unconstrained optimisation. Linesearch algorithms
  • 5, Steepest descent methods
  • 6a, Newton’s method for unconstrained optimisation
  • 6b, Newton’s method for unconstrained optimisation
  • 7, Quasi-Newton methods. Nonlinear least-squares and Gauss-Newton methods
  • 8, Trust region methods
  • 9a, Trust region methods
  • 9b, Trust region methods
  • 10, Optimality conditions for constrained problems
  • 11, Optimality conditions for constrained problems
  • 12, Penalty methods for constrained optimisation
  • 13, Augmented Lagrangian methods
  • 14, Interior point methods for inequality constrained optimisation problems
  • 15, Interior point methods for inequality constrained optimisation problems
  • 16, SQP methods for constrained optimisation (nonexaminable)
• Additional resources:
  • Proof of convergence of trust region methods (nonexaminable)
  • Proof of second-order optimality conditions for constrained problems (nonexaminable)
  • Mathematical background
  • Other useful resources
  • Prof. Yuji Nakatsukasa’s notes on Taylor’s theorem
  • Prof. Raphael Hauser’s continuous optimisation notes
• Lecture recordings:
  • 2024-2025
  • 2025-2026
• Other courses this term: [[Courses HT26]]^U
• My notes here are based primarily on the slides above, written by Prof. Coralia Cartis.
• See also: [[Course - Optimisation for Data Science HT25]]^U

Notes

• [[Notes - Continuous Optimisation HT26, Optimisation terminology]]^U
• [[Notes - Continuous Optimisation HT26, Taylor’s theorem]]^U
• [[Notes - Continuous Optimisation HT26, Unconstrained optimality conditions]]^U
• [[Notes - Continuous Optimisation HT26, Convex optimality conditions]]^U

Problem Sheets

• Sheet 1 (solutions to A&C, additional past paper questions), [[Problem Sheet - Continuous Optimisation HT26, I]]^?
• Sheet 2 (solutions to A&C), [[Problem Sheet - Continuous Optimisation HT26, II]]^?
• Sheet 3 (solutions to A&C), [[Problem Sheet - Continuous Optimisation HT26, III]]^?
• Sheet 4 (solutions to A&C), [[Problem Sheet - Continuous Optimisation HT26, IV]]^?

To-Do List

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