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AMATH 516 A: Numerical Optimization

Meeting Time: 
MWF 1:30pm - 2:20pm
Location: 
MUE 153
SLN: 
10214
Joint Sections: 
MATH 516 A
Instructor: 
Dmitriy Drusvyatskiy
Catalog Description: 
Methods of solving optimization problems in finitely many variables, with or without constraints. Steepest descent, quasi-Newton methods. Quadratic programming and complementarity. Exact penalty methods, multiplier methods. Sequential quadratic programming. Cutting planes and nonsmooth optimization. Offered: jointly with MATH 516.
Credits: 
3.0
Status: 
Active
Last updated: 
September 25, 2019 - 9:00pm
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