Course Description
The course provides a graduate-level introduction to the numerical methods of solving linear and nonlinear optimization problems and nonlinear equations, along with the fundamental mathematical theory necessary to develop these algorithms. Topics selected from: Newton's method and Quasi-Newton methods for nonlinear equations and optimization problems, globally convergent extensions, methods for sparse problems, applications to differential equations, integral equations and general minimization problems, methods appropriate for boundary value problems, conic programming, first-order methods for large-scale optimization problems.
Spring 2026
Instructors
Meeting Patterns
Classes Start:
January 12, 2026
Classes End:
April 28, 2026
Location:
00300 Brooks Hall
Class Days:
T H
Class Start Time:
1:30pm
Class End Time:
2:45pm
Class Type:
Lecture
Credits:
3.00
Restrictions:
P: MA 580 or MA 523