Nonlinear Optimization

Assignment

Assignment Topic Return Date Exercise Sheet MISC Solution Sheet
1. basic line search: Bisection and Backtracking Theoretical Part: Wednesday 30 April 2008
Practical Part: Wednesday 7 May 2008

bisection.py
script_show_in_exercises.py
backtracking.py
2. global convergence of line search methods, steepest descent and BFGS Theoretical Part: Wednesday 14 May 2008
Practical Part: Wednesday 21 May 2008
lamport_how_to_write_proofs.pdf bfgs.py
steepest_descent.py
3. conjugate gradients and convergence rates Theoretical Part: Wednesday 28 May 2008
Practical Part: Wednesday 4 June 2008
exercise sheet solutions
4. truncated Newton Theoretical Part: Wednesday 11 June 2008
Practical Part: Wednesday 18 June 2008
exercise sheet solutions
5. equality constrained optimization Theoretical Part: Wednesday 25 June 2008
Practical Part: Wednesday 2 July 2008
exercise sheet
6. inequality constrained optimization Theoretical Part: Wednesday 10 July 2008
Practical Part: Wednesday 17 July 2008
exercise sheet

Room Schedule:

Date Room
April 30 3.011
May 7 2.207
May 14 3.011
etc. etc.


Course and Lab Scripts

Crash Course Python for Numerical Computations
Draft Version of the Lecture Script 27.06.2008