MATH 6882. Non-Linear Programming
| Course Code | MATE 6882 |
|---|---|
| Course Title | Non-Linear Programming |
| Credits | 3 |
| Hours | 3 per week |
| Prerequisites | MATE 5201, MATE 6881 |
| Description | Theory and applications of non-linear finite dimensional optimization, both constrained and unconstrained. Optimality conditions. Descent method. Conjugate directions and quasi-Newton algorithms. Primal algorithms. Gradient method. Penalty and barrier methods. Duality. Convexification. Augmented Lagrangians. Quadratic programming. Lagrangian methods. |
| Additional Information |