ASE 381P.4, Numerical Methods in Optimization

Prof. David G. Hull

The following are links to ASE 381P.4 documents:

Course Syllabus

ODS One-dimensional search

LSSDP Linear system solver - double precision

DFP Davidon-Fletcher-Powell update

BFGS Broyden-Fletcher-Goldfarb-Shanno update

SGX1 Numerical derivatives - first order

SGX2 Numerical derivatives - second order

SGXVF Numerical derivatives - VF02A

VF02DP Sequential quadratic programming

RUNGE Runge-Kutta integrator - fourth order

ODS.m One-dimensional search

BFGS.m Broyden-Fletcher-Goldfarb-Shanno update

SGX1.m Numerical derivatives - first order

SGX2.m Numerical derivatives - second order

RUNGE.m Runge-Kutta integrator - fourth order