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SC15-007: Numerical Optimization

Dr. Youngsoo Choi, Lawrence Livermore National Laboratory

The goal of this course is to give self-motivation to students in learning numerical optimization. The goal will be accomplished by first demonstrating several interesting examples of real optimization problems. Then several numerical methods including both line-search based and trust-region based methods are presented. Simple MATLAB demonstration of coding an optimization algorithm will be done by students if possible so that they can get their own experience of coding and observing how an algorithm works.