Numerical Methods for Nonlinear Equations and Optimization

Catalog description

The course provides a graduate-level introduction to the numerical methods of solving linear and nonlinear optimization problems and nonlinear equations, along with the fundamental mathematical theory necessary to develop these algorithms. Topics selected from: Newton's method and Quasi-Newton methods for nonlinear equations and optimization problems, globally convergent extensions, methods for sparse problems, applications to differential equations, integral equations and general minimization problems, methods appropriate for boundary value problems, conic programming, first-order methods for large-scale optimization problems.