Course Documents

Homework Assignments

• Homework 1, due Thursday March 16. Here is the key.
• Homework 2, due Thursday March 30. Here is the key .
• Homework 3 is due on Tuesday, April 4. Here is the key .
• Homework 4 is due on Thursday, April 20. Here is the key .
• Homework 5 is due on Thursday, April 27. the key .
• Homework 6 is due on Friday, May 5.
• Homework 7 is due on Friday, May 12.

Demo Code

• Here's some 1D optimization stuff:
  • Golden Section demo.
  • Golden Section with derivatives demo.
  • Parabolic Interpolation demo.
  • Parabolic Interpolation with safeguarding demo.
  • Brent's Algorithm.
  • Cubic Interpolation Algorithm.
• Here's some basic multidimensional stuff:
  • The Naive "one variable at a time approach".
  • The Nelder-Mead Algorithm.
  • Steepest Descent.
  • Newton's Method.
  • Here is the objective function for problem 2 on the homework.
  • Modified Newton's Method with exact line search.
  • Modified Newton's Method with Armijo line search.
  • A Quasi-Newton DFP algorithm.
  • A Quasi-Newton BFGS algorithm.
  I'll post Matlab versions when Matlab is up and running.
• Here's some stuff for Homeworks:
  • Finite Difference Newton's Method with exact line search.
  • Conjugate Gradient with exact line search.
  • In this directory you'll find routines for a Matlab conjugate gradient routine.
  • In this directory you'll find routines for a Matlab QuasiNewton routine.
  • A Levenberg-Marquardt like routine. Here's a helpful file for Homework 6.
  • In this directory you'll find routines for a Matlab Levenberg-Marquardt demo routine.
  • A notebook to illustrate penalty function methods for constrained optimization.
  • A notebook to illustrate barrier function methods for constrained optimization.