Notes for ARE 298: Numerical Lab

Class meeting (weekly until further notice): Wednesday 6.10 - 7.30, Room 234 Giannini

Miranda and Fackler is the principle text.  The link to the Miranda & Fackler errata is http://www4.ncsu.edu/~pfackler/compecon/Errata.html

If you do not have access to MATLAB (or have a strong preference for  open source software), an alternative is Octave (http://www.gnu.org/software/octave/)

You may also want to investigate AMPL.  Here is the information on the AMPL textbook:
AMPL: A Modeling Language for Mathematical Programming
Robert Fourer, David M. Gay and Brian W. Kernighan
Duxbury Press/Brooks/Cole Publishing Company
Second Edition
2003
This book  is currently available on the “New Books Shelf" in the Giannini Library..

The website for AMPL is http://www.ampl.com/.  Students can go here to download a student version of the software.  It is limited to a certain number of variables, but is sufficient for solving all of the problems in the book.

A website with most of the course notes for a summer workshop on numerical methods, run by Ken Judd et al.: http://ice.uchicago.edu/program.htm.  It is actually the daily schedule, but any of the presentation titles in black font link to the presentation slides, which are generally quite detailed.

Eric Naevdal's program

Presentations on Wednesday January 28: Monica, Ben, Di, Leslie, Leeza, Patricia

Presentations on Wednesday Feb 4: Any other students plus visitors

 

Problems (from Miranda and Fackler) due Wednesday January 28: 6.1, 6.4, 6.5,6.6

Problems due Wednesday Feb 4: 7.1 -- 7.6 (inclusive)

Problems due Wednesday Feb 11: 9.5, 9.6.....TBA

 

Larry's notes on learning

Marc Mangel's notes on learning

 Walsh's notes on MCMC