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4070: Intro Nonlinear Optimization

Prerequisites: MATH 1320, MATH 2000, MATH 2450 and (MATH 3000 or MATH 3250). This course will introduce the theory, methods, and applications of nonlinear optimization. It will cover convex functions, convex analysis, linear and quadratic programs, semidefinite programming and other optimization problems. Topics may include duality theory, algorithms of descent method, Newton's method and interior-point methods, and applications to signal processing, statistics and other fields will be covered. Credit cannot be earned for both MATH 4070 and MATH 5070.
  • Credits:

Section 001