This video is part of the first set of lectures for SE 413, an engineering design optimization course at UIUC. Early in the course several foundational topics are covered, including MATLAB programming and algorithmic thinking, mathematical preliminaries, and foundations of numerical methods for optimization. This video is the first of three in a series focused on the foundations of numerical methods required for SE 413. Students are expected to have taken the complete calculus sequence as well as a first course in linear algebra. This video introduces topics relevant to iterative numerical algorithms based on recursion formulas, including an introduction to basic optimality conditions, algorithm termination criteria, and convergence analysis.
The following published Google doc lists the sequence of SE 413 lecture videos and provides links to those that are publically available:
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