MATH 467 Theory and Computational Methods for Optimization

Units: 4
Terms Offered: Fa

Methods for static, dynamic, unconstrained, constrained optimization. Gradient, conjugate gradient, penalty methods. Lagrange multipliers, least squares, linear, nonlinear dynamic programming. Application to control and estimation.
Prerequisite: (MATH 226g or MATH 227 or MATH 229) and (MATH 225 or MATH 245)
Instruction Mode: Lecture, Discussion
Grading Option: Letter