IE 510

IE 510 - Applied Nonlinear Programming

Spring 2024

TitleRubricSectionCRNTypeHoursTimesDaysLocationInstructor
Applied Nonlinear ProgrammingIE510G62145LCD41400 - 1520 T R  106B6 Engineering Hall Rasoul Etesami
- Lakshmi Manoj
Applied Nonlinear ProgrammingIE510ONL70661ONL4 -    Rasoul Etesami
- Lakshmi Manoj

Documents

Official Description

Optimization of nonlinear systems; survey of classical methods and concepts such as the Lagrangian method, the Jacobian method, and Kuhn-Tucker conditions; modern algorithms; numerical methods for digital computers; applications in engineering design; use of state-of-the-art computer codes. Course Information: Prerequisite: IE 310.

Course Description

The course covers the fundamentals of nonlinear optimization. Starting with simple techniques such as bisection and curve fitting, the course builds up to cover more advanced algorithms such as Conjugate Gradient, Newton and Quasi-Newton Methods, Penalty methods and Augmented Lagrangians. KKT conditions and duality theory in nonlinear optimization is covered along as well along with its algorithmic applications. Applications are discussed ranging from engineering systems to statistics and learning theory. Prerequisite: IE 310.

Last updated

8/23/2016