Course Description

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