Nonlinear Programming Files 2008-2009

á            Take-Home Final Assignment (Mathematica Format)

á            Take-Home Final Assignment (pdf Format)

á            Solutions for Take-Home Final Assignment (pdf Format)

á             

 

Homework List

á            Homework List (Mathematica Format)

á            Homework List (pdf Format)

 

Course Index

á            Review Sheet I Nonlinear Programming

á            Review Sheet 2 Nonlinear Programming

á            Final Review Sheet Nonlinear Programming

 

 

Homework Solutions

á            Homework 1 Global Minimum and Maximum

á            Homework 2 Unconstrained Maximum and Minimum

á            Homework 3 Positive Definite Matrices

á            Homework 4 Convex Functions

á            Homework 5 Convex Functions

á            Homework 5a Convex Functions

á            Homework 6 Geometric Programming

á            Homework 7 Geometric Programming

á            Homework 8 Unconstrained Geometric Programming

á            Homework 9 Quadratic Approximator

á            Homework 10 Newton's Method

á            Homework 10 Newton's Method  (pdf format)

á            Homework 11 BroydenÕs Rank One Update

á            Homework 11 BroydenÕs Rank One Update pdf

á            Homework 12 Line Searches

á            Homework 12 Line Searches pdf

á            Homework 13 Finding Zeros by Steepest Descent

á            Homework 13 Finding Zeros by Steepest Descent pdf

á            Homework 14 Speed of Steepest Descent

á            Homework 14 Speed of Steepest Descent pdf

á            Homework 15 BFGS Method

á            Homework 15 BFGS Method  pdf

á            Homework 16 DFP Method

á            Homework 16 DFP Method

á            Homework 17  Least Squares Solution of an Overdetermined System

á            Homework 17  Least Squares Solution of an Overdetermined System pdf

á            Homework 18  Least Squares Fit

á            Homework 18  Least Squares Fit pdf

á            Homework 19 Karush Kuhn Tucker Conditions

á            Homework 19 Karush Kuhn Tucker Conditions pdf

á            Homework 20 Lagrange Multipliers and the KKT Theorem for Mixed Constraints

á            Homework 20 Lagrange Multipliers and the KKT Theorem for Mixed Constraints

á            Homework 21 Constrained Geometric Programming

á            Homework 21 Constrained Geometric Programming pdf

á            Homework 22 Courant-Beltrami Penalty Function

á            Homework 22 Courant-Beltrami Penalty Function pdf

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Handouts

 

á            Positive Definite Matrices

á            Convex Sets and Functions

á            Steepest Descent for Quadratic Functions

á            NewtonÕs Method

á            Steepest Descent for Quadratic Functions

á            BroydenÕs Method (Rank 1 Updates)

á            Rank 2 Updates (BFGS, DFP)

á            Search Procedures (Dichotomous, Fibonacci)

á            Wolfe Search

á            Generalized Inverses

á            Karush, Kuhn Tucker Summary

á            Barrier Method

á            Eta Matrices

á            Geometric Programming with Constraints

á            Active Set Method

á            Active Set Method pdf format

á            Barrier Method

á            Barrier Method pdf format