Difference between revisions of "Non-linear programming"

From Optimization for Chemical Engineering: 4G3
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* Unconstrained optimization in two variables review
* Unconstrained optimization in two variables review
* Contrasting it back to the single variable case
* Extending to the multidimensional Newton's method
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| [https://docs.google.com/document/d/1vg7ffZUjSSmh1pL1EgeCGJtQnCSC652UWaBanfmqXr0 Handout from class]
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Revision as of 15:12, 2 March 2015

Class date(s): 04 February 2015
Download video: Link [433 M]

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Download video: Link [820 M]

Resources

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Date Class number Topic Slides/handouts for class Video file References and Notes
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