Sumários

Lecture 6

27 Fevereiro 2024, 19:00 • Jorge Miguel da Rocha

Difference equations: classification; first-order difference equations (DEs); linear and homogeneous DEs; converting a p-order linear DE into a system of first-order DEs; linear DEs with constant coefficients.

Lecture 5

27 Fevereiro 2024, 17:30 • Jorge Miguel da Rocha

Numerical methods for constrained optimization.

Introduction to difference equations.

Lecture 4

22 Fevereiro 2024, 19:00 • Jorge Miguel da Rocha

Unconstrained Optimization: Quasi-Newton methods and BFGS.

Constrained Optimization: nomenclature; solving equality-constrained problems with Lagrange multipliers and its implementation with MATLAB; inequality constraints and the Karush-Kuhn-Tucker conditions.

Lecture 3

22 Fevereiro 2024, 17:30 • Jorge Miguel da Rocha

Unconstrained optimization: Wolfe conditions; convergence of line search methods (Zoutendijk's theorem and rates of convergence); Newton's method.

Lecture 2

20 Fevereiro 2024, 19:00 • Jorge Miguel da Rocha

Unconstrained optimization: sufficient conditions for minima; line search methods; steepest descent and its implementation with MATLAB.