Week 1: Notes
Week 2: Notes
Week 3: Notes
Recently due to the homework of Engineering Optimization need use these two algorithm to search the minimum/maximum value of some function. So I write the Matlab Code
You can download the code from Github
In the front of this chapter, defining some concepts of mathematical such as, convex set, affine function, etc. For more detail about these, please referring to Wiki.
A set S ⊆ R^n is convex if ax+(1-a)y ∈ S whenever x,y ∈S and a ∈[0,1]. Since ax+(1-a)y, for a ∈[0,1], describes the line segment between x and y, a convex set can be pictorially depicted as Figure 2.1: given any two points x,y ∈ S, the line segment between x and y lies entirely in S.