MATH 6595 - Computational Methods in Nonlinear Programming

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