Numerical Methods in Continuous Optimization APMA 923 (4)
Theory and algorithms of non-linear programming with an emphasis on modern computational considerations. Topics may include: optimality conditions for unconstrained and constrained optimization, gradient methods, conjugate direction methods, Newton method, quasi-Newton methods, penalty and barrier methods, augmented Langrangian methods and interior point methods.
| Section | Instructor | Day/Time | Location |
|---|---|---|---|
|
Zhaosong Lu |
Sep 8 – Dec 7, 2015: Wed, 2:30–4:20 p.m.
Sep 8 – Dec 7, 2015: Fri, 2:30–4:20 p.m. |
Surrey Surrey |