ECE 520/MATH 520 Optimization Methods

General Information

• Organizational Information
• General Course Information
• Course Policies
• Lecture and Homework Schedule

Lecture Notes

Homework Assignments

Homework Solutions

Exam Solutions

Matlab Demos

• Rosenbrock's function
• Gradient of Rosenbrock's function
• Hessian of Rosenbrock's function
• Level sets of Rosenbrock's function
• Peaks function
• Gradient of Peak's function
• Level sets of Peaks function
• Routine for plotting successive points
• Secant linesearch algorithm
• Steepest descent
• Newton's method
• Conjugate gradient
• Quasi-Newton
• GUI demo of optimization of Rosenbrock's function
• Least squares prediction
• Recursive least squares prediction
• Adaptive recursive least squares prediction
• Random search
• Simulated annealing
• Genetic algorithm
• Simple LQR
• Pivot algorithm
• Simplex algorithm
• Two-phase simplex algorithm
• foptions.m file

Other web pages and links

• Announcements (sorted by date).
• Web page for our textbook
• Errata list for textbook (please let me know if you find other errors in the tex tbook): Postscript and PDF formats are available.
• The Declaration of Linear Independence
• Web page for EE364 at Stanford. Contains useful information on convex optimization.

Professor Edwin Chong,