Advanced Methods in Numerical Optimization

Course Description

Topics include interior-point methods, relaxation methods for nonlinear discrete optimization, sequential quadratic programming methods, and decomposition methods. Topics chosen in first class.

Autumn 2008, Location and Timings

• Terman 498

• Tuesday and Thursday, 2:15pm - 3:30pm

Grading and Assignments

Grading basis and topic assignments shall be decided in the first class.