Academic Catalog

IAM566 NUMERICAL OPTIMIZATION

Course Code: 9700566
METU Credit (Theoretical-Laboratory hours/week): 3(3-0)
ECTS Credit: 8.0
Department: Institute Of Applied Mathematics
Language of Instruction: English
Level of Study: Graduate
Course Coordinator: Prof.Dr. ÖMÜR UÐUR
Offered Semester: Fall or Spring Semesters.

Course Content

Unconstrained optimization: line search methods. steepest descent. Newton and quasi Newton methods. the conjugate gradient method constrained optimization: equality and inequality constraints. linear constraints and duality. linear programming. the simplex method. Lagrange multiplier algorithms. interior point methods. penalty methods. large scale optimization.