MATH 447

Nonlinear Programming

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 MATH 447, MATH 491A (if taken in the same topic), MATH 492 (if taken in the same topic).

Prerequisites:

Undergraduate course in Mathematics offered by the Department of Mathematics and Statistics in the Faculty of Science.

Schedules:
Summer Fall Spring

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