CAAM 454

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:

Syllabus
Lecture Notes * requires password

Notes on Lagrange multipliers

Matlab codes:
Matlab-454.zip * requires password

Homework Assignments:
Homework Assignment #1
Homework Assignment #2
Homework Assignment #3
Homework Assignment #4
Homework Assignment #5
Homework Assignment #6
Homework Assignment #7
Homework Assignment #8

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