APM462H1: Nonlinear Optimization

Hours: 
36L

An introduction to first and second order conditions for finite and infinite dimensional optimization problems with mention of available software. Topics include Lagrange multipliers, Kuhn-Tucker conditions, convexity and calculus variations. Basic numerical search methods and software packages which implement them will be discussed.

Prerequisite: 
Recommended Preparation: 
Distribution Requirements: 
Science
Breadth Requirements: 
The Physical and Mathematical Universes (5)