Units: 1.5, Hours: 3-0
Introduction to theory and algorithm of nonlinear programming. Topics may include: unconstrained optimization theory and iterative methods; Lagrange multipliers and Karush-Kuhn-Tucker theorem for constrained optimization problems; convex programming and duality, penalty function methods.
Note: Credit will be granted for only one of 447, 491A, 492 if either 491A or 492 were taken in this topic.
Prerequisites: One of 110, 133, 211, 233A; one of 236, 300, 330A, 334, 335, 336; or permission of the department.
Undergraduate course in Mathematics offered by the Department of Mathematics and Statistics in the Faculty of Science.