MATH 171B. Introduction to Numerical Optimization: Nonlinear Programming (4 units)
Link to catalog page: https://catalog.ucsd.edu/courses/MATH.html#math171b
Description
Convergence of sequences in Rn, multivariate Taylor series. Bisection and related methods for nonlinear equations in one variable. Newton’s methods for nonlinear equations in one and many variables. Unconstrained optimization and Newton’s method. Equality-constrained optimization, Kuhn-Tucker theorem. Inequality-constrained optimization. Three lectures, one recitation. Knowledge of programming recommended. (Credit not allowed for both MATH 171B and ECON 172B.) Prerequisites: MATH 20C or MATH 31BH and MATH 171A or consent of instructor.
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