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.)