COURSE

UFUG2105

Optimization

General Education / Cross-Hub / UFUG Subject Area · 3 Credits

This is an introductory-level course on optimization. Topics include convex sets and functions, optimization problems, convex problems, duality, numerical linear algebra, gradient methods, Newton's methods, conjugate gradient method, gradient projection method, block coordinate descent method, penalty methods, interior-point methods, software, and applications. Students learn to analyze and solve optimization problems theoretically and numerically using appropriate methods.