WClasses

CO 466 - Continuous Optimization

Numerical algorithms for nonlinear optimization. Newton, variable-metric, quasi-Newton and conjugate gradient methods. Obtaining derivatives. Convexity. Trust region methods. Constrained optimization including optimality conditions, sequential quadratic programming, interior point, and active set strategies.

Prerequisites

(CO367 and one of CO250, CO352) or CO255; Cumulative overall average of at least 80%

Corequisites

None

Antirequisites

None

Offerings

Fall 2025 [1259]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	6788	5 / 15	16:00 - 17:20	T,Th

Fall 2023 [1239]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	6704	10 / 15	16:00 - 17:20	T,Th

Fall 2022 [1229]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	7924	6 / 15	13:00 - 14:20	T,Th	DWE 3519	Levent Tuncel

Fall 2021 [1219]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	10334	2 / 15	10:00 - 11:20	M,W	MC 4060	Henry Wolkowicz

Fall 2020 [1209]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 041	8441	10 / 20				Levent Tuncel

Fall 2018 [1189]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	7931	12 / 20	16:00 - 17:20	T,Th	DWE 3522A	Levent Tuncel

Fall 2016 [1169]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	7528	3 / 20	13:30 - 14:20	M,W,F	MC 4064	Stephen Vavasis

Winter 2015 [1151]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	6265	1 / 20	13:00 - 14:20	T,Th	DWE 1515	Thomas Frederick Coleman

Winter 2014 [1141]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	7634	1 / 20	13:00 - 14:20	T,Th	MC 4041	Thomas Frederick Coleman

Winter 2012 [1121]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	7616	2 / 10	12:30 - 13:20	M,W,F	MC 1085	Henry Wolkowicz

Winter 2010 [1101]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	5077	2 / 4	09:30 - 10:20	M,W,F	DWE 3522	Stephen Vavasis

Winter 2009 [1091]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	4311	3 / 4	09:30 - 10:20	M,W,F	MC 4064	Henry Wolkowicz

Winter 2008 [1081]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	3478	1 / 4	09:30 - 10:20	M,W,F	MC 4042	Stephen Vavasis

Winter 2007 [1071]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	3420	4 / 4	13:00 - 14:20	T,Th	MC 4064	Stephen Vavasis

Winter 2006 [1061]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	3311	0 / 4	13:00 - 14:20	T,Th,R,C,H		Henry Wolkowicz

Winter 2005 [1051]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	3266	1 / 4	13:00 - 14:20	T,Th,M,C		Henry Wolkowicz

Winter 2004 [1041]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	3125	2 / 4	13:00 - 14:20	T,Th,M,C		Henry Wolkowicz

Winter 2003 [1031]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	3735	1 / 20	14:30 - 15:50	T,Th,M,C		Henry Wolkowicz

Winter 2002 [1021]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	2507	1 / 20	12:30 - 13:20	M,W,F,M,C		Michael J Best