Plan I Introduction. Convexity Ch 1, 2 II. Search Methods for Unconstrained Optimization Line search methods Ch.3 Trust region methods Ch.4 Conjugate gradient method Ch.5 Quasi-Newton methods. Ch.6 Derivative-free optimization. Ch.9 III. Search Methods for Constrained Optimization Necessary conditions, Lagrange multiplayers, Duality. Ch.12 Linear Programming. Ch.13 Nonlinear Constrained Optimization. Ch.15 Quadratic programming. Ch.16 Penalty and Augmented Lagrangian. Ch.17 IV. Review of Stochastic methods, Genetic algorithms, Minimax. V. Projects presentation