Math 408

Class Lectures

• Week 1
  • Introduction
  • Review of Linear Algebra
  • Review of Multivariable Calculus
• Week 2
  • Unconstrained Optimization: Optimality Conditions
  • Convexity
• Week 3
  • Testing for positive definiteness
  • Backtracking Line Search
  • Convergence of the Backtracking Line Search Method
• Week 4
  • The Wolfe Conditions and a Bisection Method
• Week 5
  • Rates of Convergence and Newton's Method
  • Matrix Secant Methods: Equation Solving
  • Matrix Secant Methods: Optimization

• LU-Choleski-QR Matrix Factorizations
• The Conjugate Gradient Algorithm

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