CSCI 6595 - Computational Methods in Nonlinear Programming

Introduces fundamental algorithms and theory for nonlinear optimization problems. Topics include Newton, quasi-Newton and conjugate directional methods; line search and trust-region methods; active set, penalty and barrier methods for constrained optimization; convergence analysis and duality theory. Prereq: MATH 4320, MATH 5718. Max hours: 3 Credits. Semester Hours: 3 to 3