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.
