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MATH 516 A: Numerical Optimization

  • Autumn 2021
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Meeting Time: 
MW 9:00am - 10:20am
Location: 
MEB 245
SLN: 
23323
Joint Sections: 
AMATH 516 A, AMATH 516 B
Instructor:
Dmitriy Drusvyatskiy
Dmitriy Drusvyatskiy
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Catalog Description: 
Methods of solving optimization problems in finitely many variables, with or without constraints. Steepest descent, quasi-Newton methods. Quadratic programming and complementarity. Exact penalty methods, multiplier methods. Sequential quadratic programming. Cutting planes and nonsmooth optimization. Offered: jointly with AMATH 516.
Credits: 
3.0
Status: 
Active
Last updated: 
September 14, 2022 - 10:28pm
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