Course Code & Number
MATH 502
Course Title
Numerical Optimization
Level
MS
Credit Hours/ ECTS Credits
(3+0+0) 3 TEDU Credits, 7.5 ECTS Credits
Pre-requisite / Co-requisite:
Pre-requisites: NONE
Co-requisites: NONE
Catalog Description
Fundamentals of unconstrained optimization: line search methods, steepest descent, Newton & quasi-Newton methods, conjugate gradient methods; Linear programming : the simplex method, the interior point method; Constrained optimization : quadratic optimization and active set methods, penalty and barrier methods, Lagrange multiplier method; Sequential quadratic programming; Derivative free optimization : derivative free methods (Powell’s and Hooke-Jeeves methods)