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CSCI 6686. Numerical Methods for Constrained Optimization

 

CSCI 6686 (3). Numerical Methods for Constrained Optimization.

Covers computational methods for constrained optimization. Topics include basic theory, methods for quadratic programming, active set strategies for linear constraints, and penalty and successive quadratic programming methods for nonlinearly constrained problems. Prerequisites: CSCI 5606.

CU Catalog:

Coordinator: Richard Byrd

CSCI 6686 (3).Numerical Methods for Constrained Optimization
Fall 2012sec. 0012603328ICAL 11:00am-12:15pmTRECEE 1B28Richard Byrd
 
See also:
Department of Computer Science
College of Engineering and Applied Science
University of Colorado Boulder
Boulder, CO 80309-0430 USA
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