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.
Enrollment Requirement(s): for graduate students: MATH 264 or MATH 374 or MATH 480 or CS 480 , each with a grade of C (2.0) or better.

Prerequisite(s): for undergraduates: MATH 264 or MATH 374 or MATH 480 or CS 480 , each with a grade of C (2.0) or better.