SIE 545
Fundamentals of Optimization
Fall
Required Course:
No
Course Level
Graduate
Units
3
Prerequisite(s)
SIE 340
Syllabus
FallCourse Description
Unconstrained and constrained optimization problems from a numerical standpoint. Topics include variable metric methods, optimality conditions, quadratic programming, penalty and barrier function methods, interior point methods, successive quadratic programming methods.