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Numerical Optimization
Authors

Rob Knapp
Organization: Wolfram Research, Inc.
Department: Kernel Technology
Yifan Hu
Organization: Wolfram Research, Inc.
Conference

2005 Wolfram Technology Conference
Conference location

Champaign IL
Description

In this talk we will provide an overview of the numerical optimization capabilities of Mathematica. The overview will start with examples that demonstrate different ways to specify unconstrained optimization problems in Mathematica, choice of methods, and ways to take advantage of Mathematicaís symbolic capabilities. We will then discuss algorithms for linear programming, including large-scaling linear programming problems. Finally we will look at solving general nonlinear constrained local optimization problems.
Subjects

*Applied Mathematics > Numerical Methods
*Applied Mathematics > Optimization
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Unconstrained.zip (1.3 MB) - ZIP archive
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optimization.nb (4.7 MB) - Mathematica Notebook [for Mathematica 6.0]