Course Schedule and Catalog

Long Title: NUMERICAL OPTIMIZATION

Department: *Computational & Applied Math*

Grade Mode: Standard Letter

Course Type: Lecture

Credit Hours: 3

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 560 (may be taken concurrently) and CAAM 454.