Sunday, November 23, 2008

Material on Optimization: I


The following are essential (and recommended):



From the quiz point of view, you need not go through all the pdfs in detail (there is a bit of overlap) as long as you are familiar with the following topics:
  • Newton-Raphson: For anyone looking for short-cuts to just pass, here is the wikipedia link (NOT recommended); better idea would be to google and select an expert (preferably academic) source
  • Secant Method: wikipedia link ; google
  • Bi-section Method: wikipedia link ; google
  • Lagrange Multipliers: wikipedia link ; google
  • Kuhn-Tucker Conditions: wikipedia link ; google
  • The basic notion of Quadratic Programming: wikipedia link ; google
Btw, feel free to use any other source, online or otherwise, that you may find to your liking as long as you cover the topics.

The following is optional:


A revision of basic maxima and minima calculation and partial derivatives is here.