Apr 20, 2024  
Graduate School Course Catalog 2018-2019 
    
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Graduate School Course Catalog 2018-2019 [ARCHIVED CATALOG]

MATG 5790 - Nonlinear Optimization (3)

Prerequisites: COMP 1520, MATH 2030 and MATH 4410. A study of theory and algorithms of finite dimensional nonlinear programming. Topics include first and second order optimality conditions, convergence, rate of convergence, convexity, and duality; unconstrained optimization algorithms including line search, conjugate gradient, Newton, and quasi-Newton methods; constrained optimization algorithms including quadratic programming, sequential quadratic programming, penalty, Lagrangian, and augmented Lagrangian methods. Cross-Listed With CISG 5790 


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