Math 434/834

Software


You may generally use any software you like for assignments, etc. For tests and exam you may only use hand calculators.

If you have Matlab you will find it very helpful, particularly for some of the non-linear optimization.

(In fact, Matlab is available for anyone to use on the computers in the public sites in Jeffery 155 and 157. There is a sign on each door telling how to get on the computer if you don't have a user code of your own. You will find Matlab in the Programs section of the Start menu. I have written a very short introduction to Matlab, and Matlab has a good help system built in.)

If you don't have Matlab (or even if you do), you should download a copy of Scilab an excellent free numerical methods program, very similar to Matlab. I have included some Scilab help .

LINGO is an excellent commercial program from LINDO Systems that handles linear and nonlinear programming. The price starts at about $700, but there is a "Trial Version" that is fine for this course. Get more information here.

For doing matrix row/column/pivot operations, download the handy (free) matrix program MATRIX.

To play with some demos of the Nelder-Mead downhill simplex search method, download the (free) program SIMPLEX.

To play with some demos of various unconstrained minimization techniques applied to various functions, download the (free) program OPTIMIZE. If the program does not run, it may be because you need MSVBVM50.DLL, which is a run-time file that is needed to run any Visual Basic program. You can down load it from the Microsoft Support Centre. (It is automatically included in Windows 98, the version I first wrote OPTIMIZE for, but is not necessarily included in other versions of Windows.)