Department of Computer Science & Engineering

University of Ioannina


Course Feature
Class Description

Course_ID: MYE008

Weekly Hours: 5

Semester: >=6

ECTS Credits: 5

Course Homepage:

Description: Introduction. Optimality Conditions. Algorithms and convergence. One dimensional optimization. Quadric models. Newton and Quasi Newton Methods. Conjugate gradient Methods. Systems of non-linear equations. Methods for sum-of Squares forms. Constrained optimization. Karush-Kuhn-Tucker optimality conditions. Penalty and barrier function methods. Lagrange multipliers and augmented Lagrangians. Software for solving optimization problems. Optimization with simple bound constraints on the variables.