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Test 2 Review 620-2010

Test 2 Review 620-2010 - (a Golden(b Fibonacci(c exact...

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Test 2 Review 620/2010 1. Cost and rhs sensitivity analysis LP 2. Duality LP 3. Cutting stock large scale LP 4. Definition of local max, min 5. Necessary conditions for a local max, min, saddle point (stationary points) FONC 6. Sufficient conditions for typing a stationary point (max, min, saddle) SOSC 7. Tests for determining #5: eigenvalues, determinant tests 8. Hill climbing algorithms: (i) one-dimensional search
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Unformatted text preview: (a) Golden (b) Fibonacci (c) exact quadratic (ii) multiple dimensional search (a) gradient (steepest ascent/descent) (b) Newton’s (c) quasi-Newton rank-one update (d) Powell’s non-derivative method 8. Function approximation (i) Taylor’s series (one and multiple dimensional) (ii) Lagrange polynomials (one-dimensional) 9. Newton-Raphson (one and multiple dimensional) Root finding method...
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