Code for the course

Numerical optimization - [MMSE0019]

This repository will contains the slides and the code for the course.

Aim of the course is to understand basic algorithm for the minimization of univariate functions:

$$ \textrm{minimize}\quad f(x) \quad \textrm{for}\quad x\in\mathbb{R} $$

Multivariate functions

$$ \textrm{minimize}\quad f(\mathbf{x}) \quad \textrm{for}\quad \mathbf{x}\in\mathbb{R}^n $$

and function with constraints

$$ \textrm{minimize}\quad f(\mathbf{x}) \quad \textrm{for}\quad\mathbf{x}\in\mathcal{S}\subset\mathbb{R}^n $$

Moreover some algorithms for numerical approximation of zeros of functions:

$$ \textrm{solve}\quad f(x)=0 \quad \textrm{for}\quad x\in\mathbb{R} $$

or system of equations

$$ \textrm{solve}\quad \mathbf{F}(\mathbf{x})=\mathbf{0} \quad \textrm{for}\quad \mathbf{x}\in\mathbb{R}^n $$

are presented and discussed.