Course Schedule and Catalog

Long Title: NUMERICAL OPTIMIZATION

Department: *Computational & Applied Math*

Grade Mode: Standard Letter

Course Type: Lecture

Credit Hours: 3

Prerequisite(s): CAAM 454 or permission of instructor

Description: Numerical algorithms for constrained optimization problems in engineering and sciences, including simplex and interior-point methods for linear programming, penalty, barrier, augmented Lagrangian and SQP methods for nonlinear programming). Recommended prerequisite(s): CAAM 460 (may be taken concurrently).