MATH3016 Optimization

 

Module description

.Module Description .

Lecture notes

.Topic1 Direct Search Methods for Unconstrained Minimization Problems.

.Topic 2 Optimality Conditions and Gradient Methods for Unconstrained Minimization .

.Topic 3 Newton's Method and Quasi-Newton Methods.

.Topic 4 Conjugate Gradient Methods.

.Topic 5 Constrained Optimization -- Optimality Conditions and Duality .

.Topic 6 Quadratic Programming.

.Topic7  Advanced Topics.

Exercises

.Exercise 1.

.Answers.

.Exercise 2.

.Answers.

.Exercise 3.

.Exercise 4.

.Exercise 5.