Detailed Class Information |
Winter 2021
Jul 04, 2025 |
|
 |
||
| Optimization. - 17049 - MATH 560 - 001 |
||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Line search methods including steepest descent, Newton's (and Quasi-Newton) methods. Trust region methods, conjugate gradient method, solving nonlinear equations, theory of constrained optimization including a rigorous derivation of Karush-Kuhn-Tucker conditions, convex optimization including duality and sensitivity. Interior point methods for linear programming, and conic programming.
Prerequisite: Undergraduate background in analysis and linear algebra, with instructor's approval Associated Term: Winter 2021 Lecture Schedule Type 4.000 Credits View Catalog Entry
Restrictions: May not be enrolled in one of the following Colleges: School of Continuing Studies Fac Dental Medicine & Oral HS Faculty of Medicine & Hlth Sci |
| Return to Previous |
|