Difference between revisions of "Non-linear programming"

Revision as of 18:39, 4 March 2015

Class date(s):

04 February 2015

Scroll down, if necessary, to see the resources.

Date	Class number	Topic	Slides/handouts for class	Video file
04 February	05A	Why consider unconstrained, single-variable problems Newton's method review to solve these problems	Handout from class	Video
09 February	06A	Newton's method reviewed again for unconstrained, single-variable problems Using finite differences instead in Newton's method Multivariate unconstrained optimization	Handout from class	Video
11 February	06B	Unconstrained single-variable optimization using gradient search Unconstrained multivariate optimization using gradient search Understanding the line search problem	Handout from class	Video
16 to 27 February	07	Reading week break and midterm
02 March	08A	Unconstrained optimization in two variables review Contrasting it back to the single variable case Extending to the multidimensional Newton's method	Handout from class	Video
04 March	08B	Examples on the multidimensional Newton's method Quasi Newton method in multiple dimensions Positive and negative definiteness of the Hessian	Handout from class	[ Video]

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 [https://docs.google.com/document/d/1vg7ffZUjSSmh1pL1EgeCGJtQnCSC652UWaBanfmqXr0 Handout from class]
 | [https://www.dropbox.com/s/m2v00dfowuzrbo8/2015-4G3-Class-08A.mp4?dl=1 Video]
+|align="left" colspan="1"|
+|-
+| 04 March
+| 08B
+| align="left" colspan="1"|
+* Examples on the multidimensional Newton's method
+* Quasi Newton method in multiple dimensions
+* Positive and negative definiteness of the Hessian
+| align="left" colspan="1"|
+[https://docs.google.com/document/d/1tISkFj7nYa3RV7G8LF4S_nD7dMzb7_ATwY0z4gslDT0 Handout from class]
+| [ Video]
 |align="left" colspan="1"|
 |}