MS&E 318/CME 338: Large-Scale Numerical Optimization

This is Michael Saunders optimization course at Stanford. The main topics are the following:
1.Overview
2.Iterative Methods for Symmetric Ax=b
3.Iterative Methods for Square and Rectangular Systems
4.The Primal Simplex Method
5.Basis Updates
6.LUSOL – a Sparse Basis Package
7.PDCO – Primal-Dual Interior Methods
8.MINOS Part 1 – the Reduced-Gradient Method
9.Augmented Lagrangian Methods
10.MINOS Part 2 – LCL Methods
11.NPSOL and SNOPT – SQP Methods
12.SNOPT Example Optimizations