Optimisation II
£3.25
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Optimisation II
£3.25
Part 2 of 3 in the Optimisation series. Topics in this product include bracketing and golden section search, gradient descent, Newton's method and BFGS, penalty and augmented Lagrangian methods, sequential quadratic programming, and the simplex method for linear programming.
This is a 10-page PDF scan of handwritten notes, featuring clickable PDF bookmarks so you can jump straight to any page in a PDF viewer such as Adobe Acrobat. Complete page-by-page contents can be found below so you know exactly what's inside before you buy.
ComputationPage-by-page contents
Computation
Page-by-page contents
- 01Bracketing, bracketing algorithm
- 02One-dimensional optimisation, golden section search, example
- 03Unconstrained optimisation, line search, backtracking, armijo condition
- 04Gradient descent method, newton method, BFGS
- 05Unconstrained reformulation, direct constrained methods, penalty method, example
- 06Augmented lagrangian, fmincon function, example
- 07Sequential quadratic programming (SQP), interior point
- 08Examples
- 09Linear programming, consequences of linearity, simplex method
- 10Simplex method