Advanced Methods in Numerical Optimization

Fall 08

Simulated annealing

• S. Kirkpatrick, Optimiziation by Simulated Annealing. Science 1983.

Quantum key distribution

• Unconditional security of differential phase shift quantum key

• Optimization problem

Gravity Probe B data analysis challenge

• PDF

• Powerpoint

Conjugate gradient method for trust region algorithms

• T. Steihaug. The Conjugate Gradient Method and Trust Regions in Large Scale Optimization. SIAM J. Numer. Anal, 1983.

Global Optimization with SPSA

• Hybrid Optimization Schemes for Parameter Estimation Problems

• SPSA Algorithm