Computer Science 542. Numerical Optimization.
Uri M. Ascher
Department of Computer Science
University of British Columbia
Vancouver,
Canada
- Chapters 1 and 2, Introduction and Unconstrained Optimization: The basics
- Chapter 3, Search Directions
- Chapter 4, Global Convergence to Local Minima
- Chapter 5, Large Scale Problems
- Chapter 6, Nonlinear least squares
- Chapter 7, Constrained Optimization: The basics
- Chapter 8, Linear programming
- Chapter 9, Quadratic programming
- Chapter 10, Penalty, barrier, and augmented Lagrangian methods
- Chapter 11, Sequential quadratic programming methods
© 2009 Uri M. Ascher