Difference between revisions of "Non-linear programming"
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__NOTOC__ | __NOTOC__ | ||
{{ | {{ClassSidebarYouTube | ||
| date = 04 February 2015 | | date = 04 February 2015 | ||
| dates_alt_text = | | dates_alt_text = | ||
| vimeoID1 = | | vimeoID1 = w91QogkPMxY | ||
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| vimeoID11 = | | vimeoID11 = | ||
| course_notes_PDF = | | course_notes_PDF = | ||
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| assignment_instructions = | | assignment_instructions = | ||
| assignment_solutions = | | assignment_solutions = | ||
| video_download_link_MP4 = | | video_download_link_MP4 = http://learnche.mcmaster.ca/media/2015-4G3-Class-05A.mp4 | ||
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}} | |||
== Resources == | == Resources == | ||
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! Topic | ! Topic | ||
! Slides/handouts for class | ! Slides/handouts for class | ||
! References and Notes | ! References and Notes | ||
|- | |- | ||
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| align="left" colspan="1"| | | align="left" colspan="1"| | ||
[https://docs.google.com/document/d/1NozRUYfdIw2RLnU0DExOzF-RH-mx5VbjgQU35zxKLCU Handout from class] | [https://docs.google.com/document/d/1NozRUYfdIw2RLnU0DExOzF-RH-mx5VbjgQU35zxKLCU Handout from class] | ||
|align="left" colspan="1"| | |align="left" colspan="1"| | ||
|- | |- | ||
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| align="left" colspan="1"| | | align="left" colspan="1"| | ||
[https://docs.google.com/document/d/10oe_laMhtPl5roJGa3C44YlsSvdbHvUAjt6uRMf9q4k Handout from class] | [https://docs.google.com/document/d/10oe_laMhtPl5roJGa3C44YlsSvdbHvUAjt6uRMf9q4k Handout from class] | ||
|align="left" colspan="1"| | |align="left" colspan="1"| | ||
|- | |- | ||
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| align="left" colspan="1"| | | align="left" colspan="1"| | ||
[https://docs.google.com/document/d/1h9qLQbzeeqtQjf3l9Rmwx-5UKZF-ac2ZqMioupda8cs Handout from class] | [https://docs.google.com/document/d/1h9qLQbzeeqtQjf3l9Rmwx-5UKZF-ac2ZqMioupda8cs Handout from class] | ||
|align="left" colspan="1"| | |align="left" colspan="1"| | ||
|- | |- | ||
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| align="left" colspan="1"| | | align="left" colspan="1"| | ||
[https://docs.google.com/document/d/1vg7ffZUjSSmh1pL1EgeCGJtQnCSC652UWaBanfmqXr0 Handout from class] | [https://docs.google.com/document/d/1vg7ffZUjSSmh1pL1EgeCGJtQnCSC652UWaBanfmqXr0 Handout from class] | ||
|align="left" colspan="1"| | |align="left" colspan="1"| | ||
|- | |- | ||
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| align="left" colspan="1"| | | align="left" colspan="1"| | ||
[https://docs.google.com/document/d/1tISkFj7nYa3RV7G8LF4S_nD7dMzb7_ATwY0z4gslDT0 Handout from class] | [https://docs.google.com/document/d/1tISkFj7nYa3RV7G8LF4S_nD7dMzb7_ATwY0z4gslDT0 Handout from class] | ||
|align="left" colspan="1"| | |align="left" colspan="1"| | ||
Code used in class (see below) | Code used in class (see below) | ||
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| align="left" colspan="1"| | | align="left" colspan="1"| | ||
[https://docs.google.com/document/d/1tHekhHdPWEPhPm_lGVP5cws_2-NsTw_6JpVhhLSlgmo Handout from class] | [https://docs.google.com/document/d/1tHekhHdPWEPhPm_lGVP5cws_2-NsTw_6JpVhhLSlgmo Handout from class] | ||
|align="left" colspan="1"| | |align="left" colspan="1"| | ||
|- | |- | ||
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| align="left" colspan="1"| | | align="left" colspan="1"| | ||
[[Media:Guest-lecture-4G3-2015.pdf |Handout from class]] | [[Media:Guest-lecture-4G3-2015.pdf |Handout from class]] | ||
|align="left" colspan="1"| | |align="left" colspan="1"| | ||
|- | |- | ||
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* Guarantees on when problems are globally optimal | * Guarantees on when problems are globally optimal | ||
| align="left" colspan="1"| | | align="left" colspan="1"| | ||
[https://docs.google.com/document/d/1tHekhHdPWEPhPm_lGVP5cws_2-NsTw_6JpVhhLSlgmo Handout from class] | [https://docs.google.com/document/d/1tHekhHdPWEPhPm_lGVP5cws_2-NsTw_6JpVhhLSlgmo Handout from class] (continued with handout 09A) | ||
|align="left" colspan="1"| | |align="left" colspan="1"| | ||
|- | |- | ||
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| align="left" colspan="1"| | | align="left" colspan="1"| | ||
[https://docs.google.com/document/d/14F-MRq34UNR52Wg2JL9MalYfVZIOHjYCTkRa9tgGQ7g/edit?usp=sharing Handout from class] | [https://docs.google.com/document/d/14F-MRq34UNR52Wg2JL9MalYfVZIOHjYCTkRa9tgGQ7g/edit?usp=sharing Handout from class] | ||
|align="left" colspan="1"| | |align="left" colspan="1"| | ||
|- | |- | ||
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| align="left" colspan="1"| | | align="left" colspan="1"| | ||
[https://docs.google.com/document/d/1QdpFX1wgiCfNXgEJz9r6j85k4vXXfwbDPo9weKuCFR0/edit?usp=sharing Handout from class] | [https://docs.google.com/document/d/1QdpFX1wgiCfNXgEJz9r6j85k4vXXfwbDPo9weKuCFR0/edit?usp=sharing Handout from class] | ||
|align="left" colspan="1"| | |align="left" colspan="1"| | ||
|} | |} |
Latest revision as of 11:57, 12 August 2018
Class date(s): | 04 February 2015 | ||||
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Resources
Scroll down, if necessary, to see the resources.
Date | Class number | Topic | Slides/handouts for class | References and Notes | |
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04 February | 05A |
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09 February | 06A |
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11 February | 06B |
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16 to 27 February | 07 |
Reading week break and midterm | |||
02 March | 08A |
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04 March | 08B |
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Code used in class (see below) | ||
09 March | 09A |
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11 March | 09B |
Guest lecture |
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16 March | 10A |
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Handout from class (continued with handout 09A) |
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18 March | 10B |
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23 March | 11A |
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Taking full Newton's steps to solve the class example
clear all;
close all;
clc;
[X1,X2] = meshgrid(-0.5:0.1:6, 0:0.01:9);
Z = func(X1,X2);
contour(X1, X2, Z)
hold on
grid on
x = [1,3]';
plot(x(1), x(2), 'o')
text(x(1)+0.2, x(2), '0')
for k = 1:10
slope = -first_deriv(x)
step = hessian(x)\slope; % Solves the Ax=b problem, as x = A\b
x = x + step;
plot(x(1), x(2), '*')
text(x(1)+0.1, x(2), num2str(k))
end
func.m
function y = func(x1,x2)
y = 4.*x1.*x2 - 5.*(x1-2).^4 - 3.*(x2-5).^4;
first_deriv.m
function y = first_deriv(x)
y = [4*x(2) - 20*(x(1)-2)^3;
4*x(1) - 12*(x(2)-5)^3];
hessian.m
function y = hessian(x)
y = [-60*(x(1)-2)^2, 4;
4, -36*(x(2)-5)^2];