Optimization
Lecture 1
UNCONSTRAINED OPTIMIZATION (DERIVATIVE-FREE METHODS): We introduce some of the basic techniques of optimization that do not require derivative information from the function being optimized, including golden section search and successive parabolic interpolation.
MATLAB COMMANDS
FMINBND
MATLAB CODE
Lecture 2
UNCONSTRAINED OPTIMIZATION (DERIVATIVE METHODS): Derivative-based methods are some of the work-horse algorithms of modern optimization, including gradient descent.
MATLAB COMMANDS
FMINSEARCH
MATLAB CODE
Lecture 3
LINEAR PROGRAMMING AND GENETIC ALGORITHMS: We consider a number of more advanced optimization algorithms that include the genetic algorithm and linear programming for constrained optimization.
MATLAB COMMANDS
LINPROG GA
MATLAB CODE