2011-2012 University Catalog 
  
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2011-2012 University Catalog

OR 644 - Nonlinear Programming

Credits: 3 (NR)
Nonlinear optimization theory and techniques applicable to problems in engineering, economics, operations research, and management science. Covers convex sets and functions, optimality criteria and duality; algorithms for unconstrained minimization, including descent methods, conjugate directions, Newton-type and quasi-Newton methods; and algorithms for constrained optimization, including active set methods and penalty and barrier methods.

Prerequisite(s): MATH 213 or equivalent, and OR 541; or permission of instructor.

Hours of Lecture or Seminar per week: 3
Hours of Lab or Studio per week: 0
When Offered: Spring