Last update: Sept 2009
MATH 5345 - Numerical Optimization
Prof. Miguel Argaez
The University of Texas at El Paso - Fall 2009
Syllabus
Introduction to Matlab
Newton's Method with linesearch codes
(1 dimensional case)
Homework 1
From Chapter 2 of "Numerical Optimization" by Nocedal & Wright
Problems: 2.1, 2.2, 2.3, 2.14, 2.15, 2.16
Solutions
Broyden's Method (local and with globalization) codes
(with 2-dimensional examples)