- Organizational Information
- General Course Information
- Course Learning Objectives and Lecture/Homework Schedule
- Course Policies

- All lectures will be video recorded and posted on Canvas before the actual session dates. ("Asynchronous" only; no "synchronous" delivery.)
- Office hours will be held online using Canvas Conferences (see "Conferences" in menu at the left of Canvas web interface). Same times as before unless informed otherwise.
- The homeworks and exams will remain as is. The one difference is that they need to be uploaded onto Canvas by the deadline (sharp... it's enforced automatically by software!). Notice that HW4 will be due Mar 26 (not Mar 24, which is still part of the extended spring break). As usual, we can discuss the exam dates and change them according to requests.
- The syllabus remains as is, subject to changes in exam dates per item 3 above.

- 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

- 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
- Pivot! Pivot! (Friends)

Please be aware that this web page and its related links may be updated from time to time. Please report any problems to Professor Chong via email:

Professor Edwin Chong,

This document was last modified March 21, 2020.