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.