AMATH 516 A: Numerical Optimization

Autumn 2021
Meeting:
MW 9:00am - 10:20am / MEB 245
SLN:
23324
Section Type:
Lecture
Joint Sections:
AMATH 516 B , MATH 516 A
Instructor:
Dmitriy Drusvyatskiy
-- GRAD OPTIMIZATION SEQUENCE FOR 21-22 516 IN AUTUMN 515 IN WINTER 514 IN SPRING
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:
March 28, 2024 - 11:47 pm