Lecture Notes 2 (Advance Numerical Analysis) M.Phil Mathematics

 

Advanced Numerical Analysis
(By MRF Publications)

Objectives

This course is the continuation of Numerical Analysis. The student will learn state-of-the-art algorithms for solving ordinary differential equations, nonlinear systems, and optimization problems. Moreover, the analysis of these algorithms and their efficient implementation will be discussed in some detail.

Teacher

Prof. Dr. Abdul Khaliq.

Prerequisites

Numerical Analysis, knowledge of MATLAB

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Useful Material

• Convex optimization I and II: Homepage of Stephen Boyd’s lecture at Stanford University. Links to lecture notes and video streams of all lectures.
• GALAHAD: a library of Fortran 2003 packages for solving nonlinear optimization problems by Nick Gould, Dominique Orban, and Philippe Toint
• CUTEst: a Constrained and Unconstrained Testing Environment (intergrated with GALAHAD) by Nick Gould, Dominique Orban, and Philippe Toint
• KNITRO, L-BFGS, CG+ and others by the team of Jorge Nocedal