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5070: Nonlinear Optimization

Prerequisites: Graduate standing. 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 chosen from 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. Topics are identical to MATH 4070 but material is covered at a greater depth and additional projects/assignments are required. Credit cannot be earned for both MATH 4070 and MATH 5070.
  • Credits:

Section 001