MTH 5335 Nonlinear Optimization Models and Methods

Credit Hours: 3

Covers fundamentals of nonlinear continuous unconstrained and constrained optimization, methods for solving nonlinear programming problems. Includes analysis of widely used iterative algorithms and their convergence, convexity and optimality conditions, gradient methods, Lagrangian functions, elements of duality theory and implementing constraints.
Background knowledge in linear algebra and multivariable calculus.