Johns Hopkins University 3 credits Applied Mathematics & Statistics
This course considers algorithms for solving various nonlinear optimization problems and, in parallel, develops the supporting theory. The primary focus will be on constrained optimization problems. Topics for the course will include: necessary and sufficient optimality conditions for constrained optimization; projected-gradient and two-phase accelerated subspace methods for bound-constrained optimization; simplex and interior-point methods for linear programming; duality theory; and penalty, augmented Lagrangian, sequential quadratic programming, and interior-point methods for general nonlinear programming. In addition, we will consider the Alternating Direction Method of Multipliers (ADMM), which is applicable to a huge range of problems including sparse inverse covariance estimation, consensus, and compressed sensing. Recommended Course Background: Multivariable Calculus, Linear Algebra, Real Analysis such as AS.110.405.
Our subject experts help with essays, research papers, case studies, discussion posts, and capstone projects for these programs β written from scratch to your course requirements.
Program and course information is reproduced from each university's published academic catalog for informational purposes and may change. Always confirm current requirements with your university. We are an independent academic support service and are not affiliated with or endorsed by the universities listed.
Expert guides on essay writing, citation styles, study skills, and academic success.
View All Articles
Learn how to write a good research question for a paper. Narrow your topic, identify a research problem, and create a focused question with practical examples.
Learn how to choose a research topic you can actually research. Discover how to narrow broad ideas, find reliable sources, and develop a focused research question.
Learn how to cite sources in a research paper using APA, MLA, and Chicago styles, with in-text citation examples and reference-list tips.