Known typos:

In problem 1, there is a term missing in the formula for B^{(k+1)}. See the bottom of p.371 of the pdf file of the textbook for the correct formula.

10/05/06: In problem 7, there is a typo in the last term. Replace "+ x1 x3" by "+ x1 + x3".

Question: (10/16/06) For problem 7, what does the function have to display for the sequence of iterates? The built-in optimset('Display','iter') option for fminunc makes it output the function values at the iterates but not the iterates themselves. Is that enough?

Answer: Yes, that will be enough.

Question: (10/16/06) On problem 1, may we assume that $y_k^T s_k > 0$?

Answer: Yes.

Grading notes (10-16-06)

1. I grade problem by problem; in other words, I grade everyone's 1st problem (without looking at names), then all of the 2nd problems, etc.

To prevent mistakes in grading, please put all of your work for one problem (programs, plots, output, discussion) together.

2. In plots, make sure you label your axes and give the plot an appropriate title if there is any possibility for confusion.

3. For full credit, your programs must have documentation.

4. I calculate late penalties problem-by-problem, so if you finish a problem on time, submit it, even if the other problems are not completed.