NUMERICAL ANALYSIS II
Prerequisites: CAAM 453
Description: Iterative methods for linear systems of equations including Krylov subspace methods; Newton and Newton-like methods for nonlinear systems of equations; Gradient and Newton-like methods for unconstrained optimization and nonlinear least squares problems; techniques for improving the global convergence of these algorithms; linear programming duality and primal-dual interior-point methods.
Class Resources:
Lecture notes, Matlab codes, and problem sets require password
Problem Set 1
Problem Set 2
Problem Set 3
Problem Set 4
Problem Set 5
