Class Id: 9440
Days: TTh
Start Time: 11:00 AM
End Time: 12:20 PM
Building: ORFES
Room: 101
Course Id: 4226
Departments and Numbers: 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
Professors: Alexandre W. d'Aspremont
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Created by Bob Dondero.