Cheg 258 - Lecture Notes - Mar. 19, 2001

Announcements

Class notes

The main points of the lecture were

• Optimization

Goals:

• Set up and solve an optimization problem

Reading

• The class notes and Kahaner, Chapter 9.

Question of the Day:

• What are the relative rates of convergence of Newton's method, successive parabolic interpolation, and the golden search method?
• Under what circumstances is Newton's method likely to fail to converge?

Matlab Example Codes

example 21