Course Detail
Units:
3.0
Course Components:
Lecture
Enrollment Information
Enrollment Requirement:
Prerequisites: Graduate Standing OR Instructor Consent.
Description
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.