This course explores theoretical conditions for the existence of solutions and effective computational procedures to find these solutions for optimization problems involving nonlinear functions. Topics covered include: classical optimization techniques, Lagrange multipliers and Kuhn-Tucker theory, duality in nonlinear programming, and algorithms for constrained and unconstrained problems. This course will be offered in 2021-22, and in alternating years thereafter.
Recommended Background
Vector calculus at the level of MA 2251.