Course Information

Course Code:
Course Number:
Code Course Name Language Type
END 458E Nonlinear Optimization English Elective
Local Credits ECTS Theoretical Tutorial Laboratory
3 4 3 0 0
Course Prerequisites and Class Restriction
Prerequisites END 331 MIN DD
or END 331E MIN DD
Class Restriction None
Course Description
This course introduces students to the fundamentals of nonlinear optimization theory and methods. Topics include unconstrained and constrained optimization, linear and quadratic programming, Lagrange and conic duality theory, interior-point algorithms and theory, Lagrangian relaxation, generalized programming, and semi-definite programming. Algorithmic methods used in the class include steepest descent, Newton's method, conditional gradient and subgradient optimization, interior-point methods and penalty and barrier methods.