Modules / Lectures

Module Name | Download |
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Sl.No | Chapter Name | MP4 Download |
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1 | Lecture 1A : Introduction | Download |

2 | Lecture 1B : Isoperimetric problem | Download |

3 | Lecture 1C : Review of real analysis (sequences and convergence) | Download |

4 | Lecture 2A : Bolzano-Weierstrass theorem and completeness axiom | Download |

5 | Lecture 2B : Open sets, closed sets and compact sets | Download |

6 | Lecture 2C : Continuity and Weierstrass theorem | Download |

7 | Lecture 3A : Weierstrass theorem | Download |

8 | Lecture 3B : Different solution concepts | Download |

9 | Lecture 3C : Different types of constraints | Download |

10 | Lecture 4A : Taylor's theorem | Download |

11 | Lecture 4B: First order sufficient condition | Download |

12 | Lecture 4C : Second order necessary condition | Download |

13 | Lecture 5A : Least square regression | Download |

14 | Lecture 5B : Least square regression (continued) | Download |

15 | Lecture 5C : Implicit function theorem | Download |

16 | Lecture 6A : Optimization with equality constraints and introduction to Lagrange multipliers - I | Download |

17 | Lecture 6B :Optimization with equality constraints and introduction to Lagrange multipliers - II | Download |

18 | Lecture 6C :Least norm solution of underdetermined linear system | Download |

19 | Lecture 7A: Transformation of optimization problems - I | Download |

20 | Lecture 7B : Transformation of optimization problems - II | Download |

21 | Lecture 7C: Transformation of optimization problems - III | Download |

22 | Lecture 8A: Convex Analysis - I | Download |

23 | Lecture 8B: Convex Analysis - II | Download |

24 | Lecture 8C: Convex Analysis - III | Download |

25 | Lecture 9A: Polyhedrons | Download |

26 | Lecture 9B: Minkowski-Weyl Theorem | Download |

27 | Lecture 9C: Linear Programming Problems | Download |

28 | Lecture 10A: Extreme points and optimal solution of an LP | Download |

29 | Lecture 10B: Extreme points and optimal solution of an LP (continued) | Download |

30 | Lecture 10C: Extreme points and basic feasible solutions | Download |

31 | Lecture 11A: Equivalence of extreme point and BFS | Download |

32 | Lecture 11B: Equivalence of extreme point and BFS (continued) | Download |

33 | Lecture 11C: Examples of Linear Programming | Download |

34 | Lecture 12A: Weak and Strong duality | Download |

35 | Lecture 12B: Proof of strong duality | Download |

36 | Lecture 12C: Proof of strong duality (continued) | Download |

37 | Lecture 13A: Farkas' lemma | Download |

38 | Lecture 13B: Max-flow Min-cut problem | Download |

39 | Lecture 13C: Shortest path problem | Download |

40 | Lecture 14A: Complementary Slackness | Download |

41 | Lecture 14B: Proof of complementary slackness | Download |

42 | Lecture 14C: Tangent cones | Download |

43 | Lecture 15A:Tangent cones (continued) | Download |

44 | Lecture 15B: Constraint qualifications, Farkas' lemma and KKT | Download |

45 | Lecture 16A: KKT conditions | Download |

46 | Lecture 16B:Convex optimization and KKT conditions | Download |

47 | Lecture 17A: Slater condition and Lagrangian Dual | Download |

48 | Lecture 17B: Weak duality in convex optimization and Fenchel dual | Download |

49 | Lecture 17C: Geometry of the Lagrangian | Download |

50 | Lecture 18A: Strong duality in convex optimization - I | Download |

51 | Lecture 18B: Strong duality in convex optimization - II | Download |

52 | Lecture 18C: Strong duality in convex optimization - III | Download |

53 | Lecture 19A: Line search methods for unconstrained optimization | Download |

54 | Lecture 19B: Wolfe conditions | Download |

55 | Lecture 19C: Line search algorithm and convergence | Download |

56 | Lecture 20A: Steepest descent method and rate of convergence | Download |

57 | Lecture 20B: Newton's method | Download |

58 | Lecture 20C: Penalty methods | Download |

59 | Lecture 21A: L1 and L2 Penalty methods | Download |

60 | Lecture 21B: Augmented Lagrangian methods | Download |

61 | Lecture 21C: Cutting plane methods | Download |

62 | Lecture 22: Interior point methods for linear programming | Download |

63 | Lecture 23A: Dynamic programming: Inventory control problem | Download |

64 | Lecture 23B: Policy and value function | Download |

65 | Lecture 24A: Principle of optimality in dynamic programming | Download |

66 | Lecture 24B: Principle of optimality applied to inventory control problem | Download |

67 | Lecture 24C: Optimal control for a system with linear state dynamics and quadratic cost | Download |

Sl.No | Chapter Name | English |
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1 | Lecture 1A : Introduction | PDF unavailable |

2 | Lecture 1B : Isoperimetric problem | PDF unavailable |

3 | Lecture 1C : Review of real analysis (sequences and convergence) | PDF unavailable |

4 | Lecture 2A : Bolzano-Weierstrass theorem and completeness axiom | PDF unavailable |

5 | Lecture 2B : Open sets, closed sets and compact sets | PDF unavailable |

6 | Lecture 2C : Continuity and Weierstrass theorem | PDF unavailable |

7 | Lecture 3A : Weierstrass theorem | PDF unavailable |

8 | Lecture 3B : Different solution concepts | PDF unavailable |

9 | Lecture 3C : Different types of constraints | PDF unavailable |

10 | Lecture 4A : Taylor's theorem | PDF unavailable |

11 | Lecture 4B: First order sufficient condition | PDF unavailable |

12 | Lecture 4C : Second order necessary condition | PDF unavailable |

13 | Lecture 5A : Least square regression | PDF unavailable |

14 | Lecture 5B : Least square regression (continued) | PDF unavailable |

15 | Lecture 5C : Implicit function theorem | PDF unavailable |

16 | Lecture 6A : Optimization with equality constraints and introduction to Lagrange multipliers - I | PDF unavailable |

17 | Lecture 6B :Optimization with equality constraints and introduction to Lagrange multipliers - II | PDF unavailable |

18 | Lecture 6C :Least norm solution of underdetermined linear system | PDF unavailable |

19 | Lecture 7A: Transformation of optimization problems - I | PDF unavailable |

20 | Lecture 7B : Transformation of optimization problems - II | PDF unavailable |

21 | Lecture 7C: Transformation of optimization problems - III | PDF unavailable |

22 | Lecture 8A: Convex Analysis - I | PDF unavailable |

23 | Lecture 8B: Convex Analysis - II | PDF unavailable |

24 | Lecture 8C: Convex Analysis - III | PDF unavailable |

25 | Lecture 9A: Polyhedrons | PDF unavailable |

26 | Lecture 9B: Minkowski-Weyl Theorem | PDF unavailable |

27 | Lecture 9C: Linear Programming Problems | PDF unavailable |

28 | Lecture 10A: Extreme points and optimal solution of an LP | PDF unavailable |

29 | Lecture 10B: Extreme points and optimal solution of an LP (continued) | PDF unavailable |

30 | Lecture 10C: Extreme points and basic feasible solutions | PDF unavailable |

31 | Lecture 11A: Equivalence of extreme point and BFS | PDF unavailable |

32 | Lecture 11B: Equivalence of extreme point and BFS (continued) | PDF unavailable |

33 | Lecture 11C: Examples of Linear Programming | PDF unavailable |

34 | Lecture 12A: Weak and Strong duality | PDF unavailable |

35 | Lecture 12B: Proof of strong duality | PDF unavailable |

36 | Lecture 12C: Proof of strong duality (continued) | PDF unavailable |

37 | Lecture 13A: Farkas' lemma | PDF unavailable |

38 | Lecture 13B: Max-flow Min-cut problem | PDF unavailable |

39 | Lecture 13C: Shortest path problem | PDF unavailable |

40 | Lecture 14A: Complementary Slackness | PDF unavailable |

41 | Lecture 14B: Proof of complementary slackness | PDF unavailable |

42 | Lecture 14C: Tangent cones | PDF unavailable |

43 | Lecture 15A:Tangent cones (continued) | PDF unavailable |

44 | Lecture 15B: Constraint qualifications, Farkas' lemma and KKT | PDF unavailable |

45 | Lecture 16A: KKT conditions | PDF unavailable |

46 | Lecture 16B:Convex optimization and KKT conditions | PDF unavailable |

47 | Lecture 17A: Slater condition and Lagrangian Dual | PDF unavailable |

48 | Lecture 17B: Weak duality in convex optimization and Fenchel dual | PDF unavailable |

49 | Lecture 17C: Geometry of the Lagrangian | PDF unavailable |

50 | Lecture 18A: Strong duality in convex optimization - I | PDF unavailable |

51 | Lecture 18B: Strong duality in convex optimization - II | PDF unavailable |

52 | Lecture 18C: Strong duality in convex optimization - III | PDF unavailable |

53 | Lecture 19A: Line search methods for unconstrained optimization | PDF unavailable |

54 | Lecture 19B: Wolfe conditions | PDF unavailable |

55 | Lecture 19C: Line search algorithm and convergence | PDF unavailable |

56 | Lecture 20A: Steepest descent method and rate of convergence | PDF unavailable |

57 | Lecture 20B: Newton's method | PDF unavailable |

58 | Lecture 20C: Penalty methods | PDF unavailable |

59 | Lecture 21A: L1 and L2 Penalty methods | PDF unavailable |

60 | Lecture 21B: Augmented Lagrangian methods | PDF unavailable |

61 | Lecture 21C: Cutting plane methods | PDF unavailable |

62 | Lecture 22: Interior point methods for linear programming | PDF unavailable |

63 | Lecture 23A: Dynamic programming: Inventory control problem | PDF unavailable |

64 | Lecture 23B: Policy and value function | PDF unavailable |

65 | Lecture 24A: Principle of optimality in dynamic programming | PDF unavailable |

66 | Lecture 24B: Principle of optimality applied to inventory control problem | PDF unavailable |

67 | Lecture 24C: Optimal control for a system with linear state dynamics and quadratic cost | PDF unavailable |

Sl.No | Language | Book link |
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1 | English | Not Available |

2 | Bengali | Not Available |

3 | Gujarati | Not Available |

4 | Hindi | Not Available |

5 | Kannada | Not Available |

6 | Malayalam | Not Available |

7 | Marathi | Not Available |

8 | Tamil | Not Available |

9 | Telugu | Not Available |