Math 516: Numerical Optimization
Paul Tseng
Spring 2000, Tuesday/Thursday 9:00 - 10:15
The course will focus on the design and the analysis of numerical algorithms
for solving continuous optimization problems with a finite number of variables.
Issues such as convergence, convergence rate, efficiency will be considered.
Textbook: Nonlinear Programming, 2nd edition, 1999, by
Dimitri Bertsekas, Athena Scientific Publishing, Belmont, MA.
[This will be supplemented by handouts.]