Portland-State-University 2021-2022 Bulletin

Mth 565 Numerical Optimization II

Theory of constrained optimization, equality and inequality constraints, Lagrange multipliers, Karush-Kuhn-Tucker (KKT) optimality conditions, penalty methods, quadratic and sequential quadratic programming, applications. This is the second course in a sequence of two: Mth 464/564 and Mth 465/565 which must be taken in sequence.

Credits

3

Prerequisite

Mth 564
  • Up one level
  • 500