courseTitle
Optimization Methods
courseCode
MATH 642
Credits
2
Theoretical
2
Total Content
2
courseType
mandatory
Course id
41382891
Course Description
"Convex optimization:
Convex set, convex function, conjugate function, directional derivative, sub-gradient, duality theorem.
Unconstrained optimization:
One-dimensional search algorithms: Fibonacci and golden section search. Multidimensional search method: Steepest
descent method, Newton's method, conjugate gradient method, quasi-Newton methods, and trust region method.
Constrained optimization:
Kuhn-Tucker condition for optimality, application to solution of simple nonlinear problems; quadratic programming
and convex programming problems. Penalty and barrier functions. Sequential unconstrained minimization technique,
multipliers method."