3.0

Average Course Rating

This course considers algorithms for solving various nonlinear optimization problems and, in parallel, develops the supporting theory. The primary focus will be on unconstrained optimization problems. Topics for the course will include: necessary and sufficient optimality conditions; steepest descent method; Newton and quasi-Newton based line-search, trust-region, and adaptive cubic regularization methods; linear and nonlinear least-squares problems; linear and nonlinear conjugate gradient methods. Recommended Course Background: Multivariable Calculus, Linear Algebra, Real Analysis such as AS.110.405