IE 509 Nonlinear Programming Select Term:
Review on linear algebra and analysis, convex sets and functions, quadratic programming, descent algorithm, line search, conjugate directions, Newton's method, optimization of nondifferentiable functions, necessary and sufficient conditions for constrained optimization problems, duality theory, penalty and barrier methods, Kuhn-Tucker methods, introduction to semi-infinite and semidefinite optimization, applications.
SU Credits : 3
ECTS Credit : 10
Prerequisite : -
Corequisite : -