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. GERHARD WÝLHELM WEBER
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.