IEM 6043 - Nonlinear Optimization

Prerequisite(s): IEM 5033 or equivalent.  Mathematical theory and algorithms of nonlinear programming. Convexity, local/global optima, optimality conditions and duality in nonlinear programming and their effect on model and algorithm development. Convex analysis, optimality conditions and algorithms for unconstrained/constrained optimization, Lagrangian duality, relaxation-linearization techniques and interior point algorithms for convex optimization. Previously offered as IEM 5043.

Spring Dates: 
Tuesday, January 17, 2017 to Friday, May 5, 2017
CRN: 
26659
Additional Information: 

Textbook Information:

Nonlinear Programming: Theory and Algorithms, Mokhtar S. Bazaraaa. 3rd Ed. ISBN: 978-0471486008.

Registration Procedure: 
Instructor: 

Dr. Baski Balasundaram