Daniel P. Robinson
Assistant Professor, Johns Hopkins University, Department of Applied Mathematics and Statistics Nonlinear Optimization IIEN.550.662 - Spring 2015 General References J. Nocedal and S. Wright, Numerical Optimization, Second Edition, Springer, 2006. (course textbook) A. R. Conn, N.I.M Gould, and Ph. L. Toint , Trust Region Methods, Society for Industrial and Applied Mathematics, Philadelphia, PA, 2000.R. Fletcher, Practical Methods of Optimization, 2nd Edition, Wiley, Chichester & New York, 1987.D. P. Bertsekas, Nonlinear Programming, Second Edition, Athena Scientific, Belmont, MA, 1999.A. Ruszcynski, Nonlinear Optimization, Princeton University press, 2006.S. Boyd and L. Vandenberghe , Convex Optimization, Cambridge University Press, 2004.Matlab HelpGeneral Tutorial: Tutorial Passing functions as parameters: - Download these files ( MYaverage_661.m, MYaverage_fun_661.m ).
- Type
**MYaverage_661( 'MYaverage_fun_661', 2, 10 )**at the Matlab prompt. - Important: note the single quotation marks around MYaverage_fun_661.
Homework and MidtermsHW1 Due February 18 HW2 Due March 2 HW3 Due March 9 Midterm 1: March 23 HW4 Due April 6 random_qp.m HW5 Due April 22 fun_test_662.m Midterm 2: April 29 LecturesIntroduction: lecture00 Convex Analysis: lecture02 Optimality conditions: lecture04 Duality theory: lecture05 Quadratic programming: lecture07 Nonlinear equality constrained optimization: lecture08 Nonlinear inequality constrained optimization: lecture09 |