Numerical methods for unconstrained optimization problems, in particular line search methods and trust region methods. Topics include steepest descent, Newton's method, quasi-Newton methods, conjugate gradient methods and techniques for large problems. This course will normally be offered every other year.
Numerical methods for unconstrained optimization problems, in particular line search methods and trust region methods. Topics include steepest descent, Newton's method, quasi-Newton methods, conjugate gradient methods and techniques for large problems. This course will normally be offered every other year.