MATH 564 - Nonlinear Programming

Units: 3

Theory and techniques for solving constrained and unconstrained nonlinear programming problems. Techniques include Quasi-Newton Secant Methods, Broyden’s Method, conjugate gradient methods, and line search methods. Theoretical aspects include convexity, Lagrangian Multipliers, optimality conditions, convergence, primal problem, duality, saddle points, and line searches.

Prerequisite(s): For undergraduates and enrollment requirement(s) or graduate students: MATH 374 or MATH 480 or CS 480 with a grade of C (2.0) or better.