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Unformatted text preview: IE417: Nonlinear Programming: Lecture 11 Jeff Linderoth Department of Industrial and Systems Engineering Lehigh University 23rd February 2006 Jeff Linderoth IE417:Lecture 11 Heavens to Murgatroyd! Quiz Next Tuesday! Closed Book, Closed Notes You get one sheet front side only of notes. You need to turn in your cheat sheet with the exam. Two hours? 5:307:30? Jeff Linderoth IE417:Lecture 11 General Stuff We Should Know Know how to work out (numerically) a step (or two) of the following algorithms: Steepest Descent Newtons Method Conjugate Gradient Quasi-Newton (with different updates) Using these methods with a Trust Region and also the Dog Leg Method Taylors Theorem Chain Rule Jeff Linderoth IE417:Lecture 11 From Chapter 2 Be able to recognize when points are definitely, possibly, and definitely not minimizers of functions. How to recognize when a matrix is p.s.d? Simple Proofs from Chapter 2 about necessary and sufficient conditions....
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- Spring '08
- Systems Engineering