Tuesday, November 25, 2008

Material on Optimization: II


More on:

Bisection Method: Section 9.1 only; and you may ignore the C++ codes

Kuhn-Tucker: For more examples

Constrained Optimization: For a more easy-paced introduction

Quadratic Programming: As applied to the portfolio selection problem

A nice page on a whole lot of Numerical Methods: Even though it gives examples using Mathematica, the description is quite lucid and could be useful.

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