AMATH 516 A: Numerical Optimization

Spring 2020
View in MyPlan View in Time Schedule
Meeting:
MW 9:00am - 10:20am / PDL C401
SLN:
10245
Section Type:
Lecture
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:
April 24, 2024 - 5:19 am