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 226 or MATH 227; MATH 225 or MATH 245.
Instruction Mode: Lecture, Discussion
Grading Option: Letter