MATH 378. Nonlinear Optimization .
Credits: 3
Offered by: Mathematics and Statistics (Faculty of Science)
Terms offered: Fall 2025
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Description
Optimization terminology. Convexity. First- and second-order optimality conditions for unconstrained problems. Numerical methods for unconstrained optimization:
Gradient methods, Newton-type methods, conjugate gradient methods, trust-region methods. Least squares problems (linear + nonlinear). Optimality conditions for smooth constrained optimization problems (KKT theory). Lagrangian duality. Augmented Lagrangian methods. Active-set method for quadratic programming. SQP methods.
- Prerequisites: MATH 223 or MATH 247 or MATH 236 or MATH 251. MATH 248 or MATH 314 or MATH 358. MATH 243 or MATH 255.
- Not open to students who have taken MATH 560.