Numerical Solutions of Nonlinear Systems and Optimization

Catalog description

The course provides an introduction to numerical solution methods for systems of nonlinear equations and optimization problems. The course is suitable for upper-undergraduate and graduate students with some background in calculus and linear algebra. Knowledge of numerical linear algebra is helpful. Among the topics which will be covered in the course are Nonlinear systems in one variables; Newton's method for nonlinear equations and unconstrained minimization; Quasi-Newton methods; Global convergence of Newton's methods and line searches; Trust region approach; Secant methods; Nonlinear least squares. Prereq: MATH 223 or MATH 227 , and MATH 431 or permission.