MATH 442/542 - Optimization - Summer 2008 E-companion site: http://www.uccs.edu/~online/login.htm
Handouts	Instructor: Dr. Radu C. Cascaval http://www.uccs.edu/~rcascava rcascava@uccs.edu	Office: Eng 279 Phone: 719-262-3759 Fax: 719-262-3605

General Resources:

Matlab access (restricted to UCCS students with valid UFP account)
Go to http://it.eas.uccs.edu and click on Helpsheet link.

Linear Programming:

• 2D Simplex Method applet (Hofstra University)
• 3D Simplex Method applet (Texas A&M University)
• General Simplex Tableau applet (Hofstra University)
  

Other Links:

Optimal Control Applets
Pontryagin's Principle Handout (PDF)
Optional reading: Nelder-Mead algorithm

Matlab Resources:

0. General Matlab comments: Click here (PDF)

1. Sample Matlab code for solving a Linear Programming Problem: OptimalCrop.m
(requires Optimization Toolbox and uses the Matlab command linprog)

2. Shadow Prices and Lagrange Multiplier Method PDF

3. Line Search Algorithm for Exercise 1 (Chapter 4) LSfixedstep.m LSgoldenratio.m

4. Steepest Descent algorithm for Exercise 5 (Chapter 4) steepest.m

5. Conjugate Gradient (CG) algorithm for quadratic optimization conjugategrad.m

6. General CG algorithm GeneralCG.m (for Exercise 10(2), Chapter 4).
(requires the following 'function' files: originalfun.m gradientfun.m minimizer.m
saved in the same directory as the master file GeneralCG.m)

7. Minimal surface of revolution
Strechingsurface.m MinimalSurfacediscrete.m Discrete.m
(uses the Matlab command fminsearch, which is based on the Nelder-Mead algorithm)

8. Discretization of a Constrained Variational Problem
ConstainedVPDiscrete.m myfun.m mycon.m
(requires the Optimization Toolbox and uses the Matlab command fmincon)

9. ODE software for Matlab: (hosted at Rice University)
Phase portrait: pplane7.m
Solving systems of ODEs: odesolve.m