1
Numerical Optimization:
CSCI-GA.2495-002
MATH-GA.2011-002
New York University, Fall 2012
Handout 1
In the following gure, n = 2 and m = 1, with c = (1, 2)T , so that cTx = x1 + 2x2 . The
single linear constraint is x1 + 3x2 = 3, with c = (1, 3)T . Becau
CSCI-GA.2945-002
MATH-GA.2011-002
Numerical Optimization
New York University, Fall 2012
Instructor: Margaret H. Wright
Homework Assignment 8
Assigned November 29, 2012; due December 9, 2012
Whenever numerical calculations are needed to solve a problem, th
CSCI-GA.2945-002
MATH-GA.2011-002
Numerical Optimization
New York University, Fall 2012
Instructor: Margaret H. Wright
Homework Assignment 7
Assigned November 15, 2012; due November 21, 2012
Whenever numerical calculations are needed to solve a problem, t
CSCI-GA.2945-002
MATH-GA.2011-002
Numerical Optimization
New York University, Fall 2012
Instructor: Margaret H. Wright
Homework Assignment 6
Assigned October 31, 2012; due November 14
(Delayed by Hurricane Sandy)
Whenever numerical calculations are needed
CSCI-GA.2945-002
MATH-GA.2011-002
Numerical Optimization
New York University, Fall 2012
Instructor: Margaret H. Wright
Homework Assignment 5
Assigned October 3, 2012; due October 10 , 2012
* Note non-standard due date
Whenever numerical calculations are n
CSCI-GA.2945-002
MATH-GA.2011-002
Numerical Optimization
New York University, Fall 2012
Instructor: Margaret H. Wright
Homework Assignment 4
Assigned September 25, 2012; due October 2, 2012
Whenever numerical calculations are needed to solve a problem, th
CSCI-GA.2945-002
MATH-GA.2011-002
Numerical Optimization
New York University, Fall 2012
Instructor: Margaret H. Wright
Homework Assignment 3
Assigned September 18, 2012; due September 25, 2012
Whenever numerical calculations are needed to solve a problem,
CSCI-GA.2945-002
MATH-GA.2011-002
Numerical Optimization
New York University, Fall 2012
Instructor: Margaret H. Wright
Homework Assignment 2
Assigned September 11, 2012; due September 18, 2012
Whenever numerical calculations are needed to solve a problem,
CSCI-GA.2945-002
MATH-GA.2011-002
Numerical Optimization
New York University, Fall 2012
Instructor: Margaret H. Wright
Homework Assignment 1
Assigned September 4, 2012; due September 11, 2012
Exercise 1.1. Consider the following matrix A
2
A=1
1
and vecto
Numerical Optimization:
CSCI-GA.2495-002
MATH-GA.2011-002
New York University, Fall 2012
Handout 6
November 6, 2012
fa = (x2 x2 )(x2 3x2 )
1
1
x2 = 3x2
1
fa > 0
fa < 0
x2 = x2
1
fa > 0
Figure 1: The behavior of fa (x1 , x2 ) = (x2 x2 )(x2 3x2 ) near the o
Numerical Optimization:
CSCI-GA.2495-002
MATH-GA.2011-002
New York University, Fall 2012
Handout 5
October 23, 2012
Consider minimizing x1 + x2 subject to x1 + 2x2 3, 2x1 x2 3, and x1 0, where
the optimal solution is
1
x =
0
3
2
2
and
= 0 .
3
2
At x , th
1
Numerical Optimization:
CSCI-GA.2495-002
MATH-GA.2011-002
New York University, Fall 2012
Handout 3
September 25, 2012
One iteration of a standard-form simplex iteration.
% At the current vertex x, B and N denote the basic
% and nonbasic sets, with xN =
1
Numerical Optimization:
CSCI-GA.2495-002
MATH-GA.2011-002
New York University, Fall 2012
Handout 2
In two dimensions, the next gure shows feasible directions at dierent kinds of feasible points (where there are no active constraints, one active constrai
High-Performance Scientific Computing
Lecture 1: Intro
MATH-GA 2011 / CSCI-GA 2945 September 5, 2012
About this class HPC: A look around A taste of whats to come Extra stuff
Today
About this class
HPC: A look around
A taste of whats to come
Extra stuff
Ab