May 02, 2024  
Rensselaer Catalog 2015-2016 
    
Rensselaer Catalog 2015-2016 [Archived Catalog]

Add to Portfolio (opens a new window)

MATP 6600 - Nonlinear Programming


Convex sets and functions, optimality conditions in nonlinear programming, Lagrangian duality, quadratic programming; algorithms for nonlinear programming including Newton’s method, quasi-Newton methods, conjugate gradient methods, together with proofs of convergence.

Prerequisites/Corequisites: Prerequisite: MATH 4200 or equivalent or permission of instructor.

When Offered: Fall term annually.



Cross Listed: Cross listed as ISYE 6780. Students cannot obtain credit for both this course and ISYE 6780.

Credit Hours: 4



Add to Portfolio (opens a new window)