Nonlinear Optimization

3 credits · Undergraduate

Mathematical modeling of optimization problems. Theory of unconstrained and constrained optimization, including convexity and the Karush-Kuhn-Tucker conditions. Derivative- and non-derivative-based methods. Familiarity with computer programming is expected. Prerequisite: 2501, 2600, or all of 2100, 2300, and 2410. [3] (MNS)