Fall 2015 - APMA 923 G100

Numerical Methods in Continuous Optimization (4)

Class Number: 8839

Delivery Method: In Person


  • Course Times + Location:

    Sep 8 – Dec 7, 2015: Wed, 2:30–4:20 p.m.

    Sep 8 – Dec 7, 2015: Fri, 2:30–4:20 p.m.



Theory and algorithms of non-linear programming with an emphasis on modern computational considerations. Topics may include: optimality conditions for unconstrained and constrained optimization, gradient methods, conjugate direction methods, Newton method, quasi-Newton methods, penalty and barrier methods, augmented Langrangian methods and interior point methods.

Graduate Studies Notes:

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Registrar Notes:

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