MS4327

Optimisation

Lecture Notes

 Slides in Adobe PDF format

 

 

Matlab Example m-files

 Simple Matlab function m-file to demonstrate Wolfe Conditions
 More sophisticated Matlab function m-file to demonstrate Wolfe Conditions
 Demo Matlab function m-file to evaluate Phi for use with Wolfe.m
 Matlab m-file to compute Rosenbrock's function, its gradient and its Hessian
 A simple Matlab m-file to generate contour plots
 Sample m-file for Rosenbrock's function - use with plotcontour

Resources

 Paper by Dolan & More - A discussion of perf.m: an m-file which creates performance "stair-plots" for competing solvers
 Local copy of Dolan/More paper
 perf.m: an m-file which creates performance "stair-plots" for competing solvers
 Example of output from perf.m

Past Papers

 Examination Papers for years 2003 to 2018