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Winter 2021
Jul 03, 2025
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Sections Found
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
Registration Dates: Apr 01, 2020 to Jan 22, 2021

Lecture Schedule Type
4.000 Credits
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Scheduled Meeting Times
Time Days Where Date Range Schedule Type Instructors
2:35 pm - 3:55 pm TR Burnside Hall 1104 Jan 07, 2021 - Apr 13, 2021 Lecture Courtney Paquette



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