MATH 6640 - Introduction to Optimization

Meets with MATH 5570. 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.