OR 644: Nonlinear Programming
Course Information from University Catalog
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.
When Offered: Spring
Hours of Lecture or Seminar per week: 3