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May 01, 2024
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MATH 7132 - Methods of Optimization (3 Credit Hours) Lecture Hours: 3 Lab Hours: 0 The first part of the course provides a brief introduction to the foundations of optimization, including optimality conditions. The second part concentrates on selected methods for unconstrained and constrained optimization problems. These include but are not limited to: line search methods, gradient methods, Newton-type methods, trust region methods, non-gradient methods, penalty and barrier methods, interior-point methods, methods of feasible directions and dual methods. Selected methods will be implemented on the computer. Prior completion of MATH 5330 is recommended.
Prerequisite(s): A minimum grade of “C” in MATH 5331 . Restriction(s): NO Undergraduate Level Students
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