AMATH 516 A: Numerical Optimization

Spring 2023
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Meeting:
MW 9:00am - 10:20am / DEM 024
SLN:
10226
Section Type:
Lecture
Joint Sections:
MATH 516 A
Instructor:
Rekha R. Thomas
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:
May 4, 2024 - 2:17 pm