AMATH 516 A: Numerical Optimization

Spring 2021
Meeting:
MW 9:00am - 10:20am / * *
SLN:
10238
Section Type:
Lecture
Joint Sections:
MATH 516 A
Instructor:
James Burke
OFFERED VIA REMOTE LEARNING - AMATH STUDENTS PERIOD 1; OTHERS MAY ATTEMPT TO REGISTER STARTING PERIOD 2.
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 12, 2024 - 9:29 pm