Eldad Haber

Mathematics and Computer Science

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Numerical optimization


Handouts

Books

  • Numerical Optimization - Nocedal and Wright (recomended)

  • Convex Optimization - Boyd and Vanderlyn

  • Numerical methods for Unconstrained optimization and nonlinear equations - Dennis and Schnabel

  • Iterative methods for optimization - Kelley

  • Practical methods of optimization - Fletcher

  • Matrix Computations - Golub and Van Loan (Not optimization but will help you with the linear algebra)

Software

  • Surf to NEOS for much more than just optimization software

  • The site of Netlib is a repository for mathematical software, in general



mCode for the course