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.