IE 614 Nonlinear Programming
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Local and global optima. Newton-type, quasi-Newton, and conjugate gradient methods for unconstrained optimization. Kuhn-Tucker theory and Lagrangian duality. Algorithms for linearly constrained optimization, including steepest ascent and reduced gradient methods with applications to linear and quadratic programming. Nonlinearly constrained optimization including penalty and barrier function methods, reduced and projected gradient methods, Lagrangian methods. Computer implementation.
Credit units: 3 ECTS Credit units: 5.
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