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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."
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