Nonlinear Programming. 3 credits

Catalog description

Nonlinear optimization theory and techniques applicable to problems in engineering, economics, operations research, and management science. Covers convex sets and functions, optimality criteria and duality; algorithms for unconstrained minimization, including descent methods, conjugate directions, Newton-type and quasi-Newton methods; and algorithms for constrained optimization, including active set methods and penalty and barrier methods. Offered by Systems Engr & Operations Rsch . May not be repeated for credit.