Course Schedule and Catalog

Department: *Computational & Applied Math*

Grade Mode: Standard Letter

Course Type: Lecture

Credit Hours: 3

Prerequisite(s): CAAM 454

Description: NUMERICAL OPTIMIZATION ***** 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. CAAM 460 recommended (may be taken concurrently). ***** Prerequisite: CAAM 454 or permission of instructor.