MATH 5770 - Introduction to Optimization

Meet with MATH 6640. Existence, uniqueness and characterization of solutions to finite dimensional unconstrained and constrained optimization problems. Solution methods for finite dimensional unconstrained and constrained optimization problems. Newton and Quasi-Newton methods. Globalization strategies. Linear Programming. Least Squares. Quadratic Programming. Convex Programming. Some programming experience is recommended. For graduate students extra work is required.