Math 923

Numerical Methods in Continuous Optimization

Fall 2000

In this course we will investigate various methods for minimizing a function and for solving nonlinear systems of equations.

Optimization takes center stage in many scientific, engineering and financial applications. These are typically hard problems, and can often not be solved via a black box approach.

Students will study and implement various algorithms, and present their findings in class. These individual assignments will involve literature search, implementation (in MATLAB), and experiments.

Grading will be largely based on these presentations, and participation in class. There will be a short quiz at towards the end of the term.

If you are interested in taking this course, please send me a note.

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