Numerical Optimisation and Large-Scale Systems
This is the website for the course MA40050: Numerical Optimisation and Large-Scale Systems.
Prerequisites for the course are Analysis and Algebra as well as standard courses on Numerical Analysis. It is very helpful to know some Numerical Linear Algebra.
Week 22 lectures reinstated
No classes on weeks 19, 20, 22, 28
This means I am usually online at these times and you are likely to find me if you message on MS Teams. If you would like to be more sure of finding me or would prefer a different time, drop me an email to coordinate.
(all available in library)
G. H. Golub, C. F. Van Loan: Matrix Computations (3rd ed.) Johns Hopkins University Press Baltimore, MD, USA, 1996.
C. Ortner: Continuous Optimization Lecture Notes, 2009 (available here).
J. Nocedal, S.J. Wright: Numerical Optimization (2nd ed.) Springer, 2006.
J.E. Dennis, R.B. Schnabel: Numerical Methods for Unconstrained Optimization and Nonlinear Equations Prentice-Hall, 1983.
N.I.M. Gould, S. Leyffer: An introduction to algorithms for nonlinear optimization in Frontiers in Numerical Analysis (J.F. Blowey, A.W. Craig, T. Shardlow, Eds.), Springer, 2003 (available here).
Wed 6 May
Thu 7 May