Class Id | 9440 |
Days | TTh |
Start time | 11:00 AM |
End time | 12:20 PM |
Building | ORFES |
Room | 101 |
Course Id | 4226 |
Dept and Number | ORF 523 |
Area | |
Title | Nonlinear Optimization |
Description | An introduction to the central concepts needed for studying the theory, algorithms, and applications of nonlinear optimization problems. Topics covered include first- and second-order optimality conditions; unconstrained methods, including steepest descent, conjugate gradient, and Newton methods; constrained methods including barrier, penalty, SQP, and augmented Lagrangians and duality theory and Lagrangian methods. |
Prerequisites | Prerequisite: linear optimization |
Professor | Alexandre W. d'Aspremont |