Continuous Optimization

Subject: 
Combinatorics & Optimization (CO)
Catalog number: 
666
Unit weight: 
0.50
Meet type: 
LEC
Grading basis: 
NUM
Cross-listing(s): 
N/A
Requisites: 
N/A
Description: 
Numerical algorithms for nonlinear optimization. Newton, variable-metric, quasi-Newton and conjugate gradient methods. Obtaining derivatives. Convexity. Trust region methods. Constrained optimization including optimality conditions, sequential quadratic programming, interior point and active set strategies.
Topic titles: 
N/A
Faculty: 
Mathematics (MAT)
Academic level: 
GRD
Course ID: 
000252