Mth 565 Numerical Optimization II
Theory of constrained optimization, equality and inequality constraints, Lagrange multipliers, Karush-Kuhn-Tucker (KKT) optimality conditions, penalty methods, quadratic and sequential quadratic programming, applications. This is the second course in a sequence of two:
Mth 464/564 and
Mth 465/565 which must be taken in sequence.
Slash Listed Courses
Also offered for undergraduate-level credit as
Mth 465 and may be taken only once for credit