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ACM 725 - Non-linear Programming |
Topics covered are: Unconstrained optimization (local min and max, algorithms, Newton’s method, etc.), constrained optimization (first and second order optimality conditions, constraint qualifications, sequential quadratic programming, complementarity problem, penalty barrier, augmented Lagrangian methods, interior point methods, etc.).. [3-0, 3 Cr.]
3.000 Credit hours 3.000 Lecture hours Levels: Graduate Schedule Types: Lecture, Tutorial Computer Science & Mathematics Department |