Numerical Optimization

3 credits

Formulation and analysis of algorithms for continuous optimization problems; linear, quadratic, semi-definite, nonlinear (constrained and unconstrained), convex (smooth and non-smooth) optimization; large-scale problems; software packages and their implementation; elements of duality theory. Credit will not be granted for both COSC 406 and COSC 506. [3-0-0] Prerequisite: One of MATH 200, APSC 248 and one of MATH 221, APSC 179.