MATH 484: Nonlinear Programming

Course Description

Iterative and analytical solutions of constrained and unconstrained problems of optimization; gradient and conjugate gradient solution methods; Newton's method, Lagrange multipliers, duality and the Kuhn-Tucker theorem; and quadratic, convex, and geometric programming. 3 or 4 undergraduate hours. 3 or 4 graduate hours. 4 hours of credit requires approval of the instructor and department with completion of additional work of substance. Prerequisite: MATH 241; MATH 314 or MATH 347; or equivalent; MATH 415 or equivalent; or consent of instructor.