MATH 442 - Theory of Linear and Nonlinear Programming

Optimization of functions subject to equality and inequality constraints, Optimization algorithms such as simplex method, steepest descent, conjugate gradient, and penalty function methods. Kuhn-Tucker theorem, duality theory, and sensitive analysis. Applications in physical, economic, and social systems. (Not a course in computer programming.)
Prerequisites: (MATH 211 OR 410) & 263D

Credit Hours: 4
Repeat/Retake Information: May be retaken 4 times excluding withdrawals, but only last course taken counts.

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