[18335fall09] reminder: pset 6 due next Monday

[Steven G. Johnson]

Hi gang,

This is just a reminder, in case anyone missed it last week, that pset  
6 is available from the web page.

I've also updated the web page with links to more information about  
BFGS etc.  Wikipedia's quasi-Newton page has a nice summary of the  
various updating formulas (although you would be well advised to read  
the papers by Nocedal and others before actually attempting to  
implement this stuff...there are a lot of little tricks).

On Wednesday, I'll talk a little about optimization with function  
values only, and then after Thanksgiving we'll talk a bit about global  
optimization.  After that, I'll cover some other topic, perhaps  
numerical quadrature and Chebyshev approximation, so as to end up the  
course with FFTs.

--SGJ