Fall 2015 - APMA 923 G100
Numerical Methods in Continuous Optimization (4)
Class Number: 8839
Delivery Method: In Person
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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