MATH46132/66132: Numerical Optimisation
The lecturer is Tony Shardlow. My contact
details are here.
and the first handout is
Midsemester coursework is worth 25% and will involve MATLAB programming.
Problem with steepest descent
Notes on conjugate gradient
Pros and cons
Coursework 1: worth 20%: due Friday 30th March
Coursework 2: worth 5%: due Friday 4th May
Code for steepest descent/backtracking linesearch
algorithm: it runs with the command
bls.m Backtracking linsearches
evaluates object fn and gradient. Note that this is not the f
given on the example sheet, because the one on the example sheet is
"too hard" for steepest descent.
cg.m conjugate gradient for sheet 2.
linesearch2.m for solving a lineasearch method subject to the strong
Wolfe conditions. Both codes are required and you use linesearch2.m
(zoom.m is only a subfunction).
GN_eg_data.m for example data.