University of Illinois Urbana-Champaign 3-4 credits Mathematics
Iterative and analytical solutions of constrained and unconstrained problems of optimization; gradient and conjugate gradient solution methods; Newton's method, Lagrange multipliers, duality and the Kuhn-Tucker theorem; and quadratic, convex, and geometric programming. 4 hours of credit requires approval of the instructor and department with completion of additional work of substance. 3 or 4 undergraduate hours. 3 or 4 graduate hours. Prerequisite: MATH 241 and one of MATH 257, MATH 415, or MATH 416.
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