CSCI 6595 - Computational Methods in Nonlinear Programming

Summer 2010 Registration C SC 6595
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.Semester Hours: 3to 3
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