MTS 465 Course Synopsis

Courses Code: MTS 465

Course Title: OPTIMIZATION THEORY

Number of unit : 3 UNITS

Course Duration:

COURSE DETAILS

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Office Lecturer: College of Natural Science, Department of Mathematical Science

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COURSE SYNOPSIS
PRQT MTS 363 OR MTS 351

Review of linear programming models.  The general non-linear programming: direct search and gradient methods, golden search and Fibenacci methods, conjugate gradient methods of Fletcher, Power and Reeves, cutting place methods, unconstrained optimization,  Langrange multipliers method of constrained optimization, convex programming, penalty function methods, sequential unconstrained techniques, Kuhn-Tucker theory, quadratic programming algorithms of Scale and Wolfe, the complimentary problem.

MTS 465 –  OPTIMIZATION THEORY