Numerical Optimization

CME 304/MS&E 315 - Winter Quarter 2015-2016
Professor Walter Murray (
Systems Optimization Laboratory

This course is intended to provide a thorough background of computational methods for the solution of linear and nonlinear optimization problems. Particular attention will be given to the description and analysis of methods that can be used to solve practical problems. Although the focus is on methods, it is necessary to learn the theoretical properties of the problem and of the algorithms designed to solve it.

Work for the course will include:

Download the full syllabus here.

Time & Location

Monday and Friday from 10:45am to 12:20pm in Gates Computer Science, Rm. B12

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Textbooks & References


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