DSES-6780

Nonlinear Programming

Convex sets and functions, optimality conditions in nonlinear programming, Lagrangian duality, quadratic programming algorithms for nonlinear programming including Newton’s method, quasi-Newton methods, conjugate gradient methods, together with proofs of convergence. (Cross listed as MATP-6600. Students cannot obtain credit for both this course and MATP-6600.) Prerequisites: MATH-4200 or equivalent, or permission of instructor. Fall term annually.

4 credit hours