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MATH 560 Optimization (4 unit茅s)

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Offered by: Math. et statistique (Sciences)

Vue d'ensemble

Math茅matiques et Statistiques (Sci) : Line search methods including steepest descent, Newton's (and Quasi-Newton) methods. Trust region methods, conjugate gradient method, solving nonlinear equations, theory of constrained optimization including a rigorous derivation of Karush-Kuhn-Tucker conditions, convex optimization including duality and sensitivity. Interior point methods for linear programming, and conic programming.

Terms: Hiver 2022

Instructors: Paquette, Courtney (Winter)

  • Prerequisite: Undergraduate background in analysis and linear algebra, with instructor's approval

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