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Nonlinear Programming, Spring 2004
(Complete Item Description)
- Abstract:
This course introduces students to the fundamentals of nonlinear optimization theory and methods. Topics include unconstrained and constrained optimization, linear and quadratic programming, Lagrange and conic duality theory, interior-point algorithms and theory, Lagrangian relaxation, generalized programming, and semi-definite programming. Algorithmic methods used in the class include steepest descent, Newton's method, conditional gradient and subgradient optimization, interior-point methods and penalty and barrier methods.
- Subject:
- Business, Science and Technology
- Grade Level:
- Post-secondary
- Collection:
- MIT OpenCourseWare
