Math 287 * Nonlinear Optimization * Spring 2008

Handouts

On this page

• Mathematica notebooks.
• Other handouts.

Mathematica notebooks

The actual notebooks are (intentionally) mostly not available in electronic form that can be fed directly to Mathematica. However, printouts of the notebooks in the form of PDF files are given below. In the case where the Mathematica notebook is actually provided, save it to your computer (using "Save Link As ..." or the equivalent command in your browser). Then open it with Mathematica.

• Newton's method in one dimension.
• Bisection method.
• Golden section method.
• Quadratic interpolation.

• Newton's method for nonlinear equations.
• Newton's method for multidimensional optimization.
• Limited memory BFGS method.
• Trust region Newton's method.
• Nelder-Mead simplex method.
• Hooke-Jeeves pattern search method.

• Penalty functions, with actual Mathematica notebook.
• Barrier functions, with actual Mathematica notebook.

Other handouts

• Handout on Formulation of Optimization Problems.
• Review sheet for Midterm Test.
• Lecture notes on Conjugate Gradient Methods (figures missing!).
• Handout on Theory of Constrained Optimization (handwritten).
• Review sheet for final examination.