This is my repository for APPM 4600, a class I took in Fall of 2024. I really liked this class and it was my favorite applied math class. For the final project, I looked at Newton's Method for optimization. I implemented Newton's Method, "Lazy Newton", the Broyden-Fletcher-Goldfarb-Shanno algorithm, the DFP alogrithm, and the symmetric rank 1 update (SR1). I also looked at Trust Region methods and discussed how they can be an effective alternative to line search methods.

For this project I realied heavily on Numerical Optimization by Jorge Nocedal and Stephen J. Wright. This textbook is fantastic and might be my favorite textbook of all time. It's beautifully written and incredibly clear. I wrote up a final report and did a presentation on it at the end of class. Normally people work in groups of 3 for the final project, but I decided to work on it alone. This was a terrible idea, because the project was a ton of work, but I had fun regardless!